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On Intertemporal Preferences in Continuous Time The Case of Certainty Classic Reprint
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On Intertemporal Preferences With a Continous Time Dimension II The Case of Uncertainty Classic Reprint
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Optimal Consumption and Portfolio Rules With Local Substitution Classic Reprint
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Numerical Analysis of a FreeBoundary Singular Control Problem in Financial Economics Classic Reprint
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Optimal Consumption and Portfolio Rules With Durability and Local Substitution Classic Reprint
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Optimal Consumption and Portfolio Rules With Durability and Habit Formation Classic Reprint
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Optimal Consumption With Intertemporal Substitution I The Case of Certainty Classic Reprint
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Optimal Consumption With Intertemporal Substitution I The Case of Certainty Classic Reprint
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Aggiungi al carrelloPAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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On Intertemporal Preferences in Continuous Time The Case of Certainty Classic Reprint
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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On Intertemporal Preferences With a Continous Time Dimension II The Case of Uncertainty Classic Reprint
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Optimal Consumption and Portfolio Rules With Local Substitution Classic Reprint
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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Numerical Analysis of a FreeBoundary Singular Control Problem in Financial Economics Classic Reprint
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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Optimal Consumption and Portfolio Rules With Durability and Local Substitution Classic Reprint
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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Optimal Consumption and Portfolio Rules With Durability and Habit Formation Classic Reprint
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Optimal Consumption and Portfolio Rules: With Local Substitution (Classic Reprint)
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On Intertemporal Preferences With a Continous Time Dimension II: The Case of Uncertainty (Classic Reprint)
Da: PBShop.store US, Wood Dale, IL, U.S.A.
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Numerical Analysis of a FreeBoundary Singular Control Problem in Financial Economics Classic Reprint
Da: PBShop.store US, Wood Dale, IL, U.S.A.
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Optimal Consumption and Portfolio Rules With Durability and Local Substitution Classic Reprint
Da: PBShop.store US, Wood Dale, IL, U.S.A.
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Optimal Consumption and Portfolio Rules With Durability and Habit Formation Classic Reprint
Da: PBShop.store US, Wood Dale, IL, U.S.A.
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Optimal Consumption and Portfolio Rules: With Local Substitution (Classic Reprint)
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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On Intertemporal Preferences With a Continous Time Dimension II: The Case of Uncertainty (Classic Reprint)
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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EUR 32,51
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Numerical Analysis of a FreeBoundary Singular Control Problem in Financial Economics Classic Reprint
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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Optimal Consumption and Portfolio Rules With Durability and Local Substitution Classic Reprint
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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EUR 32,64
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Aggiungi al carrelloHRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Optimal Consumption and Portfolio Rules With Durability and Habit Formation Classic Reprint
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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Aggiungi al carrelloHRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Optimal Consumption With Intertemporal Substitution I: The Case of Certainty
Da: Forgotten Books, London, Regno Unito
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EUR 15,25
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Aggiungi al carrelloPaperback. Condizione: New. Print on Demand. This book delves into a specific area of behavioral economics, focusing on the decision-making process of individuals against the backdrop of uncertain future events. The author posits a framework within which to analyze individual choices under such circumstances, examining the formation of intertemporal preferences - our tendency to weigh present gratification against future rewards. By assessing preferences that account for the interconnectedness of past, present, and future consumption, this book provides insights into the complicated decision-making landscape of everyday life and the profound influence of time on our choices. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
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On Intertemporal Preferences in Continuous Time: The Case of Certainty
Da: Forgotten Books, London, Regno Unito
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EUR 15,32
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Aggiungi al carrelloPaperback. Condizione: New. Print on Demand. This book delves into the fascinating realm of intertemporal preferences, exploring how individuals make choices about consumption over time. The author argues that traditional models fail to adequately capture the dynamic nature of these preferences, particularly the tendency for individuals to substitute consumption across nearby dates. To address this shortcoming, the book introduces a novel family of preference topologies that more accurately reflect the interplay between time and preferences. These topologies are mathematically well-behaved and allow for preferences that exhibit a trade-off between delaying or advancing consumption for increasingly shorter periods. The author demonstrates how these preferences lead to surprising insights into optimal consumption behavior. For instance, optimal consumption plans may involve periods of no consumption followed by periods of rapid consumption, a pattern not predicted by traditional models. Overall, this book offers a significant contribution to the study of intertemporal preferences. Its innovative approach and thought-provoking insights challenge conventional wisdom and provide a deeper understanding of how individuals make consumption decisions over time. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
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On Intertemporal Preferences With a Continous Time Dimension II
Da: Forgotten Books, London, Regno Unito
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EUR 15,37
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Spedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New. Print on Demand. This book presents a new approach to understanding the principles of intertemporal choice under uncertainty, where preferences for consumption at different times are treated as nearly perfect substitutes except possibly at discrete times of information arrival. The author challenges standard representations of time-additive utility functions and preferences in consumer theory. Instead, the author uses continuous time models to show how preferences for goods delivered at nearby future dates are almost equal except possibly at times of information surprise. The book explores the implications of this approach for general equilibrium theory, asset valuation by arbitrage, and the properties of prices of long-lived assets in economies populated with agents whose preferences are continuous in time under uncertainty. This book will appeal to researchers and practitioners interested in mathematical economics, microeconomics, and financial economics. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
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Optimal Consumption and Portfolio Rules: With Local Substitution
Da: Forgotten Books, London, Regno Unito
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EUR 15,37
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Aggiungi al carrelloPaperback. Condizione: New. Print on Demand. This book studies a fundamental economic dilemma: how to allocate resources between current consumption and saving for future needs. The author applies modern continuous-time finance theory to show how an individual can manage a portfolio of risky and riskless assets and withdraw funds to maximize their expected utility from consumption over time. It also includes a deep dive into the concept of arbitrage opportunities and the necessary conditions for their absence. A timely and practical guide, this book will be of great interest to academics, students, and practitioners in finance and economics. It is also accessible to anyone with a background in probability and calculus who wishes to understand the mathematical underpinnings of optimal consumption and portfolio policies. The author's clear and comprehensive exposition of the subject makes this book an essential resource for anyone seeking to optimize their investment strategies. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
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Numerical Analysis of a Free-Boundary Singular Control Problem in Financial
Da: Forgotten Books, London, Regno Unito
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EUR 15,43
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Aggiungi al carrelloPaperback. Condizione: New. Print on Demand. This book investigates a free-boundary control problem that has applications in the financial world, specifically when it comes to consumption and investment allocation problems. The authors propose a numerical scheme for solving this problem, which is used to analyze the consumption and abstinence regions of consumers over their lifetimes. It is well-suited for those with a background in dynamic programming. The book is unique in its application of a differential inequality with gradient constraints to solving the Bellman equation associated with the dynamic programming formulation. This has not been done before in this context and is the basis for all of the analysis in this book. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
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Optimal Consumption and Portfolio Rules: With Durability and Local Substitution
Da: Forgotten Books, London, Regno Unito
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EUR 15,50
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Aggiungi al carrelloPaperback. Condizione: New. Print on Demand. This book examines consumption and portfolio choice in scenarios involving durability and local substitution preferences. In contrast to neoclassical economics, the author introduces a model where goods possess an exponentially weighted moving average utility. This model captures scenarios where the preference for consumption at a given time is highly correlated with prior consumption patterns. Unlike neoclassical economics where typical recommendations are to delay consumption as long as possible, the author shows that in the presence of either durability or local substitution, the optimal consumption patterns may consist of periodic jumps followed by zero consumption for extended periods. In particular, the model finds that the presence of a durable good or the consumption patterns described by local substitution lead to lower equilibrium risk premiums, or a lower spread between the expected return on risky and riskless assets. The author further demonstrates that when measured over longer periods, the consumption of a durable good will exhibit characteristics and properties that are distinct from those of a perishable good. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
