ID | 263209 |
Title Proper | Nonparametric restrictions of dynamic optimization behavior under risk |
Other Title Information | Case of time-additive expected utility |
Language | ENG |
Author | Ichimura, Hidehiko ; Institute of Social and Economic Research, Osaka University, Osaka ; Kamiya, Kazuya |
Summary / Abstract (Note) | Discussion Paper No.395 |
`In' analytical Note | In Institute of Social and Economic Research, Osaka University, Osaka, Ogawa, Kazuo & Kitasaka, Shin-ichi: Market valuation and the q-theory of investment. Osaka. Osaka University, Jul 1995. --(ISER GL/95/383- G00015)
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Journal Source | In Institute of Social and Economic Research, Osaka University, Osaka, Ogawa, Kazuo & Kitasaka, Shin-ichi: Market valuation and the q-theory of investment. Osaka. Osaka University, Jul 1995. --(ISER GL/95/383- G00015)
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Classification Number | ISER |
Key Words | Time additive ; Nonparametirc restrictions ; Utility function ; Constant discount factor ; Dynamic optimization behavior |