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Notes, Comments and Preliminary results |
Feb 22 2017 |
Benjamín Vallejo Jiménez and Francisco Venegas Martínez |
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Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with multiple Poisson jumps |
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Abstract Contact Information Citation Full Text - Note |
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Oct 02 2015 |
Yazmín V. Soriano-Morales , Francisco Venegas-Martínez and Benjamín Vallejo-Jiménez |
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Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process
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Abstract Contact Information Citation Full Text - Note |
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Apr 23 2014 |
Alfredo Omar Palafox-Roca and Francisco Venegas-martínez |
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Average consumer decisions in an economy with heterogeneous subjective discount rates and risk aversion coefficients: the finite horizon case |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 16 2013 |
Alfredo Omar Palafox-Roca and Francisco Venegas-Martínez |
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Consumption Decisions in an Economy with Heterogeneous Preferences Defined by a Bivariate Distribution |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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