Costis Skiadas

发表

Optimal Consumption and Portfolio Selection with Stochastic Differential Utility

Mark D. Schroder, Costis Skiadas, Mark Schroder, 1999 .

Robust control and recursive utility

Costis Skiadas, 2003, Finance Stochastics.

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

Mark D. Schroder, Costis Skiadas, Mark Schroder, 2003 .

Subjective Probability under Additive Aggregation of Conditional Preferences

Costis Skiadas, Costis Skiadas, 1997 .

Research articles A term structure model with preferences for the timing of resolution of uncertainty

Darrell Duffie, Mark D. Schroder, Costis Skiadas, 1997 .

Recursive utility and preferences for information

Costis Skiadas, Costis Skiadas, 1998 .

Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility

Costis Skiadas, Costis Skiadas, 2013, Journal of Political Economy.

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

Costis Skiadas, Mark D. Schroder, 2000 .

Asset Pricing Theory

Costis Skiadas, Costis Skiadas, 2009 .

Stochastic Differential Utility, Appendix C: The Infinite-Horizon Case

Larry G. Epstein, Darrell Duffie, Costis Skiadas, 1992 .

A term structure model with preferences for the timing of resolution of uncertainty

Darrell Duffie, Mark D. Schroder, Costis Skiadas, 1997 .

Conditioning and Aggregation of Preferences

Costis Skiadas, Costis Skiadas, 1997 .

Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information☆

Peter M. DeMarzo, Costis Skiadas, P. DeMarzo, 1998 .

Dynamic Portfolio Choice and Risk Aversion

Costis Skiadas, Costis Skiadas, 2007 .

Optimal Consumption and Portfolio Selection with Stochastic Differential Utility

Costis Skiadas, Mark D. Schroder, 1999 .

On the uniqueness of fully informative rational expectations equilibria

Peter M. DeMarzo, Costis Skiadas, P. DeMarzo, 1999 .

Efficient and equilibrium allocations with stochastic differential utility

Darrell Duffie, Costis Skiadas, D. Duffie, 1994 .

Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursiv

Mark D. Schroder, Costis Skiadas, Mark Schroder, 2003 .

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

Mark D. Schroder, Costis Skiadas, Mark Schroder, 2000 .