Costis Skiadas

SCHOLARLY PAPERS

6

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69

Scholarly Papers (6)

1.

Optimal Consumption and Portfolio Selection with Stochastic Differential Utility

KGSM, Department of Finance Working Paper No. 226
Number of pages: 62 Posted: 19 Feb 1999
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 337 (87,624)
Citation 92

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2.

Optimal Lifetime Consumption-Portfolio Strategies Under Trading Constraints and Generalized Recursive Preferences

Stochastic Processes and their Applications, Vol. 108, pp. 155-202, December 2003
Number of pages: 51 Posted: 21 Nov 2002
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 196 (152,897)
Citation 45

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Portfolio Choice, Recursive Utility, Optimal Consumption, Incomplete Markets, Short Sale Constraints

3.

An Isomorphism between Asset Pricing Models with and Without Linear Habit Formation

Northwestern University Finance Working Paper No. 247
Number of pages: 32 Posted: 14 Mar 2000
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 164 (179,196)
Citation 18

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4.

Lifetime Consumption-Portfolio Choice Under Trading Constraints, Recursive Preferences and Nontradeable Income

Kellogg School of Management, Finance Working Paper No. 324
Number of pages: 40 Posted: 14 May 2003
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 132 (214,250)
Citation 15

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5.

Optimality and State Pricing in Constrained Financial Markets with Recursive Utility Under Continuous and Discontinuous Information

Mathematical Finance, Vol. 18, Issue 2, pp. 199-238, April 2008
Number of pages: 40 Posted: 12 Mar 2008
Mark D. Schroder and Costis Skiadas
Michigan State University - The Eli Broad Graduate School of Management and Northwestern University - Kellogg School of Management
Downloads 9 (580,876)
Citation 18
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On the Uniqueness of Fully Informative Rational Expectations Equilibria

Economic Theory, Vol. 13, Iss. 1, 1999
Posted: 05 Jan 1999
Peter M. DeMarzo and Costis Skiadas
Stanford Graduate School of Business and Northwestern University - Kellogg School of Management

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