The DOI matches its Crossref record; 28 of the 28 references it cites were found in a registry or an index.
Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
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Cites
GELB, A. (1974) · CERN Document Server (European Organization for Nuclear Research) · Cited by 6,405
Optimization by Vector Space Methods
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Optimum consumption and portfolio rules in a continuous-time model
Merton, R. C. (1971) · Journal of Economic Theory · doi:10.1016/0022-0531(71)90038-x · Cited by 5,958
Epstein, L. G., & Zin, S. E. (1989) · Econometrica · doi:10.2307/1913778 · Cited by 4,262
Martingales and arbitrage in multiperiod securities markets
Harrison, J. M., & Kreps, D. M. (1979) · Journal of Economic Theory · doi:10.1016/0022-0531(79)90043-7 · Cited by 3,593
Recursive Methods in Economic Dynamics
Stokey, N. L., Lucas, R. E., & Prescott, E. C. (1989) · Harvard University Press eBooks · doi:10.2307/j.ctvjnrt76 · Cited by 3,031
Ingersoll, J. E., & Duffie, D. (1993) · The Journal of Finance · doi:10.2307/2329081 · Cited by 2,891
A YIELD‐FACTOR MODEL OF INTEREST RATES
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Backward Stochastic Differential Equations in Finance
El Karoui, N., Peng, S., & Quenez, M. C. (1997) · Mathematical Finance · doi:10.1111/1467-9965.00022 · Cited by 2,338
Temporal Resolution of Uncertainty and Dynamic Choice Theory
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Cited by
Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated
BENZONI, L., COLLIN‐DUFRESNE, P., & GOLDSTEIN, R. S. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01271.x · Cited by 466
Brandt, M. W. (2010) · Handbook of Financial Econometrics: Tools and Techniques · doi:10.1016/b978-0-444-50897-3.50008-0 · Cited by 304
Does Speculation in Financial Markets Have Real Effects?
Li, T., & Loewenstein, M. (2014) · doi:10.2139/ssrn.2423360 · Cited by 4
Metadata
- Authors
- Schroder, M., & Skiadas, C.
- Venue
- Journal of Economic Theory
- Publisher
- Elsevier BV
- Published
- 1999-11
- Volume
- 89
- Issue
- 1
- Pages
- 68-126
- ISSN
- 0022-0531 (ISSN-L)
- OpenAlex
- W3122650759
- Cited by
- 312
- References
- 28
- FWCI
- 24.61
- Type
- journal article
- Language
- en
- Open access
- green
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- Schroder, M., & Skiadas, C. (1999). Optimal Consumption and Portfolio Selection with Stochastic Differential Utility. Journal of Economic Theory. https://doi.org/10.1006/jeth.1999.2558
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
