Term structure of interest rates under recursive preferences in continuous time (Q842835): Difference between revisions

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+https://doi.org/10.1007/s10690-009-9082-8
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+W2080824043
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+A term structure model with preferences for the timing of resolution of uncertainty
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+Temporal Resolution of Uncertainty and Dynamic Choice Theory
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+Optimal consumption and portfolio selection with stochastic differential utility
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+Recursive utility and preferences for information
@@ Property / cites work: Recursive utility and preferences for information / rank @@
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