Costis Skiadas
Affiliations: | Finance | Northwestern University, Evanston, IL |
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"Costis Skiadas"
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Publications
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| Skiadas C. (2015) Dynamic choice with constant source-dependent relative risk aversion Economic Theory. 60: 393-422 |
| Skiadas C. (2013) Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion Theoretical Economics. 8: 59-93 |
| Skiadas C. (2013) Smooth ambiguity aversion toward small risks and continuous-time recursive utility Journal of Political Economy. 121: 775-792 |
| Skiadas C. (2013) Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty Mathematics and Financial Economics. 7: 431-456 |
| Schroder M, Skiadas C. (2008) Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information Mathematical Finance. 18: 199-238 |
| Schroder M, Skiadas C. (2005) Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income Stochastic Processes and Their Applications. 115: 1-30 |
| Schroder M, Skiadas C. (2003) Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences Stochastic Processes and Their Applications. 108: 155-202 |
| Skiadas C. (2003) Robust Control and Recursive Utility Finance and Stochastics. 7: 475-489 |
| Schroder MD, Skiadas C. (2002) An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation Review of Financial Studies. 15: 1189-1221 |
| DeMarzo PM, Skiadas C. (1999) On the Uniqueness of Fully Informative Rational Expectations Equilibria Economic Theory. 13: 1-24 |