5 citations · 9 across the 3 of their papers we have counts for
3 papers
q-fin.TR2008
Existence, uniqueness and efficiency of equilibrium in hedonic markets with multidimenstional types
Ivar Ekeland
We study equilibrium in hedonic markets, when consumers and suppliers have reservation utilities, and the utility functions are separable with respect to price. There is one indivi…
q-fin.PM2008★ 4 cited
On a Non-Standard Stochastic Control Problem
Ivar Ekeland, Traian A Pirvu
This paper considers the Merton portfolio management problem. We are concerned with non-exponential discounting of time and this leads to time inconsistencies of the decision maker…
q-fin.PM2007★ 5 cited
Investment and Consumption without Commitment
Ivar Ekeland, Traian A. Pirvu
In this paper, we investigate the Merton portfolio management problem in the context of non-exponential discounting. This gives rise to time-inconsistency of the decision-maker. If…