Take Action

Home | Faculty & Research Overview | Research

Research Details

Appendix C: The Infinite-Horizon Case, Econometrica

Abstract

This appendix addresses the definition, existence, and properties of an infinite horizon stochastic differential utility function.

Type

Article

Author(s)

Darrell Duffie, Larry Epstein, Constantinos Skiadas

Date Published

1992

Citations

Duffie, Darrell, Larry Epstein, and Constantinos Skiadas. 1992. Appendix C: The Infinite-Horizon Case. Econometrica. 60(2): 387-392.

KELLOGG INSIGHT

Explore leading research and ideas

Find articles, podcast episodes, and videos that spark ideas in lifelong learners, and inspire those looking to advance in their careers.
learn more

COURSE CATALOG

Review Courses & Schedules

Access information about specific courses and their schedules by viewing the interactive course scheduler tool.
LEARN MORE

DEGREE PROGRAMS

Discover the path to your goals

Whether you choose our Full-Time, Part-Time or Executive MBA program, you’ll enjoy the same unparalleled education, exceptional faculty and distinctive culture.
learn more

Take Action