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Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve Modeling. (2019). Mrad, Mohamed ; Hillairet, Caroline ; el Karoui, Nicole.
In: Post-Print.
RePEc:hal:journl:hal-01721441.

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  21. N. El Karoui, C. Hillairet, and M. Mrad. Ane Long Term Yield Curves : an application of the Ramsey Rule with Progressive Utility. Journal of Financial Engineering, Vol. 1, No. 1, 2014. 19

  22. N. El Karoui, C. Hillairet, and M. Mrad. Consistent utility of investment and consumption : a forward/backward spde viewpoint. Stochastics., 2017. 2, 6

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