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Multiperiod consumption-investment decisions and risk preference

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  • Neave, Edwin H.

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  • Neave, Edwin H., 1971. "Multiperiod consumption-investment decisions and risk preference," Journal of Economic Theory, Elsevier, vol. 3(1), pages 40-53, March.
  • Handle: RePEc:eee:jetheo:v:3:y:1971:i:1:p:40-53
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    Cited by:

    1. Cremer, J. & Khalil, F. & Rochet, J-C., 1997. "Contracts and productive information gathering," Discussion Paper Series In Economics And Econometrics 9707, Economics Division, School of Social Sciences, University of Southampton.
    2. Carroll, Christopher D & Kimball, Miles S, 1996. "On the Concavity of the Consumption Function," Econometrica, Econometric Society, vol. 64(4), pages 981-992, July.
    3. Santanu Roy & Rien Wagenvoort, 1996. "Risk preference and indirect utility in portfolio-choice problems," Journal of Economics, Springer, vol. 63(2), pages 139-150, June.
    4. Carpentier, Alain & Gohin, Alexandre & Heinzel, Christoph, 2012. "Production Effects of Direct Payments to Active Farmers: a Microeconomic Dynamic and Stochastic Analysis," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122447, European Association of Agricultural Economists.
    5. Ulph, A. & Ulph, D., 1994. "Who gains from learning about global warming," Discussion Paper Series In Economics And Econometrics 9407, Economics Division, School of Social Sciences, University of Southampton.
    6. Mason, R. & Wright, S., 1999. "The effects of uncertainty on optimal consumption," Discussion Paper Series In Economics And Econometrics 9907, Economics Division, School of Social Sciences, University of Southampton.
    7. Alistair Ulph & David Maddison, 1997. "Uncertainty, learning and international environmental policy coordination," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 9(4), pages 451-466, June.
    8. Blackburn, K. & Hung, V.T.Y., 1992. "Endogenous growth and trade liberalization," Discussion Paper Series In Economics And Econometrics 9207, Economics Division, School of Social Sciences, University of Southampton.
    9. Hung, V.T.Y., 1993. "Sources of external balance fluctuations," Discussion Paper Series In Economics And Econometrics 9307, Economics Division, School of Social Sciences, University of Southampton.
    10. Mason, Robin & Wright, Stephen, 2001. "The effects of uncertainty on optimal consumption," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 185-212, January.
    11. Maozu Lu & Zhichao Zhang, 2000. "Parallel exchange market as a transition mechanism for foreign exchange reform: China's experiment," Applied Financial Economics, Taylor & Francis Journals, vol. 10(2), pages 123-135.
    12. Srinivasan, S., 1996. "Estimation of own R&D, R&D spillovers and exogenous technical change effects in some U.S. high-technology industries," Discussion Paper Series In Economics And Econometrics 9607, Economics Division, School of Social Sciences, University of Southampton.
    13. David C. Nachman, 1972. "On Risk Aversion and Optimal Stopping," Discussion Papers 26, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    14. Andreas Wagener, 2001. "Entrepreneurship and Social Security," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 57(3), pages 284-315, May.

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