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Related papers: Consumption and capital growth

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Central to the official "green growth" discourse is the conjecture that absolute decoupling can be achieved with certain market instruments. This paper evaluates this claim focusing on the role of technology, while changes in GDP…

Theoretical Economics · Economics 2019-05-06 Salvador Pueyo

We study an optimal consumption and investment problem in a possibly incomplete market with general, not necessarily convex, stochastic constraints. We give explicit solutions for investors with exponential, logarithmic and power utility.…

Portfolio Management · Quantitative Finance 2010-12-07 Patrick Cheridito , Ying Hu

In physics, I noticed subjects not explained by formulas were often not studied, like how uncontrolled growth systems changed form. Weather, businesses, societies, environments, communities, cultures, groups, relationships, lives, and…

Physics and Society · Physics 2023-05-18 Jessie Henshaw

We assume that an individual invests in a financial market with one riskless and one risky asset, with the latter's price following geometric Brownian motion as in the Black-Scholes model. Under a constant rate of consumption, we find the…

Portfolio Management · Quantitative Finance 2016-05-20 Bahman Angoshtari , Erhan Bayraktar , Virginia R. Young

Growth of human population shows no signs of stagnation. The only small disturbance is identified as being probably associated with the coinciding impacts of five demographic catastrophes. The concept of the Epoch of Malthusian Stagnation…

Populations and Evolution · Quantitative Biology 2013-11-19 Ron W Nielsen aka Jan Nurzynski

The main purpose of this paper is to generalize some recent results obtained by Chilarescu and Manuel Gomez. Essentially, we are trying to study the effect of elasticity of substitution on the parameters of economic growth, based on its two…

Theoretical Economics · Economics 2025-06-04 Constantin Chilarescu

Urban scaling theory explains the increasing returns to scale of urban wealth indicators by the per capita increase of human interactions within cities. This explanation implicitly assumes urban areas as isolated entities and ignores their…

Physics and Society · Physics 2022-11-18 Luiz G. A. Alves , Diego Rybski , Haroldo V. Ribeiro

The eco-evolutionary dynamics of species are fundamentally linked to the energetic constraints of its constituent individuals. Of particular importance is the interplay between reproduction and the dynamics of starvation and recovery. To…

Populations and Evolution · Quantitative Biology 2017-11-13 Justin D. Yeakel , Christopher P. Kempes , Sidney Redner

A drawdown constraint forces the current wealth to remain above a given function of its maximum to date. We consider the portfolio optimisation problem of maximising the long-term growth rate of the expected utility of wealth subject to a…

Portfolio Management · Quantitative Finance 2013-04-23 Vladimir Cherny , Jan Obloj

In this paper, we consider three problems related to survival, growth, and goal reaching maximization of an investment portfolio with proportional net cash flow. We solve the problems in a market constrained due to borrowing prohibition. To…

Portfolio Management · Quantitative Finance 2012-10-01 Haluk Yener

The nexus between debt and inequality has attracted considerable scholarly attention in the wake of the global financial crisis. One prominent candidate to explain the striking co-evolution of income inequality and private debt in this…

General Economics · Economics 2022-04-05 Jan Schulz , Daniel M. Mayerhoffer

This chapter focuses on variable maturation delay or, more precisely, on the mathematical description of a size-structured population consuming an unstructured resource. When the resource concentration is a known function of time, we can…

Populations and Evolution · Quantitative Biology 2025-10-21 Odo Diekmann , Francesca Scarabel

We present empirical evidence on the relationship between demand shocks and price changes, conditional on returns to scale. We find that in industries with decreasing returns to scale, demand increases (which raise costs) correspond to…

General Economics · Economics 2025-02-11 Joel Kariel , Anthony Savagar

At any sustained positive growth rate of energy demand, depletion of all terrestrial energy resources, including non-renewable deuterium fusion and renewable solar, occurs within a remarkably compressed period. The time to depletion is…

Physics and Society · Physics 2026-04-28 Robert T. Nachtrieb , Steven J. Smith

Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…

Physics and Society · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz

As humanity is becoming increasingly confronted by Earth's finite biophysical limits, there is increasing interest in questions about the stability and equitability of a zero-growth capitalist economy, most notably: if one maintains a…

Economics · Quantitative Finance 2017-11-08 Adam B. Barrett

We discuss a Pareto macro-economy (a) in a closed system with fixed total wealth and (b) in an open system with average mean wealth and compare our results to a similar analysis in a super-open system (c) with unbounded wealth. Wealth…

Statistical Mechanics · Physics 2009-11-07 Z. Burda , D. Johnston , J. Jurkiewicz , M. Kaminski , M. A. Nowak , G. Papp , I. Zahed

We propose a consumption-investment decision model where past consumption peak $h$ plays a crucial role. There are two important consumption levels: the lowest constrained level and a reference level, at which the risk aversion in terms of…

Portfolio Management · Quantitative Finance 2022-11-23 Zongxia Liang , Xiaodong Luo , Fengyi Yuan

We investigate the macroeconomic consequences of narrow banking in the context of stock-flow consistent models. We begin with an extension of the Goodwin-Keen model incorporating time deposits, government bills, cash, and central bank…

General Economics · Economics 2018-10-16 Matheus R Grasselli , Alexander Lipton

A society's single emergent, increasing intelligence arises partly from the thermodynamic advantages of networking the innate intelligence of different individuals, and partly from the accumulation of solved problems. Economic growth is…

Artificial Intelligence · Computer Science 2012-09-13 Robert Shour