메뉴 건너뛰기




Volumn 10, Issue 1, 1997, Pages 151-174

Recovery of preferences from observed wealth in a single realization

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0031538338     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.1.151     Document Type: Article
Times cited : (21)

References (18)
  • 2
    • 0003317522 scopus 로고
    • A variational problem arising in financial economics
    • Cox, J. C., and C. Huang, 1991, "A variational problem arising in financial economics," Journal of Mathematical Economics, 20, 465-487.
    • (1991) Journal of Mathematical Economics , vol.20 , pp. 465-487
    • Cox, J.C.1    Huang, C.2
  • 3
    • 0002918542 scopus 로고
    • On dynamic investment strategies
    • Center for Research in Security Prices, University of Chicago
    • Cox, J. C., and H. Leland, 1982, "On Dynamic Investment Strategies," Proceedings, Seminar on the Analysis of Security Prices, 26, Center for Research in Security Prices, University of Chicago.
    • (1982) Proceedings, Seminar on the Analysis of Security Prices , vol.26
    • Cox, J.C.1    Leland, H.2
  • 5
    • 0039565329 scopus 로고
    • Recovering preferences from preferences over nominal gambles
    • Dybvig, P. H., 1982, "Recovering Preferences from Preferences over Nominal Gambles," Journal of Economic Theory, 28, 354-360.
    • (1982) Journal of Economic Theory , vol.28 , pp. 354-360
    • Dybvig, P.H.1
  • 6
    • 0000486558 scopus 로고
    • Nonnegative wealth, absence of arbitrage, and feasible consumption streams
    • Dybvig, P. H., and C. Huang, 1988, "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Streams," Review of Financial Studies, 1, 377-401.
    • (1988) Review of Financial Studies , vol.1 , pp. 377-401
    • Dybvig, P.H.1    Huang, C.2
  • 9
    • 84866569497 scopus 로고
    • Identifiability of the von Neumann-Morgenstern utility function from asset demands
    • J. Green and J. Scheinkman (eds), Academic Press, New York
    • Green, J., L. Lau, and H. Polemarchakis, 1978, "Identifiability of the von Neumann-Morgenstern Utility Function from Asset Demands" in J. Green and J. Scheinkman (eds), General Equilibrium, Growth, and Trade, Academic Press, New York.
    • (1978) General Equilibrium, Growth, and Trade
    • Green, J.1    Lau, L.2    Polemarchakis, H.3
  • 10
    • 21344479194 scopus 로고
    • On equilibrium asset price processes
    • He, H., and H. Leland, 1993, "On Equilibrium Asset Price Processes," Review of Financial Studies, 6, 593-617.
    • (1993) Review of Financial Studies , vol.6 , pp. 593-617
    • He, H.1    Leland, H.2
  • 12
    • 0011090049 scopus 로고
    • Optimal consumption and portfolio rules in a continuous-time model
    • Merton, R. C., 1971, "Optimal Consumption and Portfolio Rules in a Continuous-time Model," Journal of Economic Theory, 3, 373-413.
    • (1971) Journal of Economic Theory , vol.3 , pp. 373-413
    • Merton, R.C.1
  • 13
    • 0040156497 scopus 로고
    • Revealed preference theory
    • an entry in J. Eatwell, M. Milgate, and P. Newman (eds.), MacMillan, London
    • Richter, M. K., 1987, "Revealed Preference Theory," an entry in J. Eatwell, M. Milgate, and P. Newman (eds.), The New Palgrave: a Dictionary of Economics, MacMillan, London.
    • (1987) The New Palgrave: A Dictionary of Economics
    • Richter, M.K.1
  • 16
    • 0347078538 scopus 로고
    • An equilibrium characterization of the term structure
    • Vasicek, O., 1977, "An Equilibrium Characterization of the Term Structure," Journal of Financial Economics, 5, 177-188.
    • (1977) Journal of Financial Economics , vol.5 , pp. 177-188
    • Vasicek, O.1
  • 17
    • 38249007532 scopus 로고
    • The integrability problem of asset prices
    • Wang, S., 1993a, "The Integrability Problem of Asset Prices," Journal of Economic Theory, 59, 199-213.
    • (1993) Journal of Economic Theory , vol.59 , pp. 199-213
    • Wang, S.1
  • 18
    • 0010165572 scopus 로고
    • The local recoverability of risk aversion and intertemporal substitution
    • Wang, S., 1993b, "The Local Recoverability of Risk Aversion and Intertemporal Substitution," Journal of Economic Theory, 59, 333-363.
    • (1993) Journal of Economic Theory , vol.59 , pp. 333-363
    • Wang, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.