Pages that link to "Item:Q4733645"
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The following pages link to Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (Q4733645):
Displayed 50 items.
- Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time (Q1392150) (← links)
- Coherence without additivity. (Q1398454) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (Q1413333) (← links)
- Recursive multiple-priors. (Q1420874) (← links)
- Is intertemporal choice theory testable? (Q1428168) (← links)
- Efficient intertemporal allocations with recursive utility. (Q1587641) (← links)
- An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- The stock market premium, production, and relative risk aversion. A generalization (Q1801832) (← links)
- PDE solutions of stochastic differential utility (Q1802947) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- Conditional preferences and updating. (Q1810688) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Recursive utility and optimal growth under uncertainty (Q1906061) (← links)
- Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535) (← links)
- The behavior of individual and aggregate stock prices (Q1932545) (← links)
- Optimal simple rules in RE models with risk sensitive preferences (Q1934180) (← links)
- Intertemporal utility smoothing under uncertainty (Q1936327) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Instability of financial markets and preference heterogeneity (Q1958423) (← links)
- Unique solutions for stochastic recursive utilities (Q1958954) (← links)
- An intertemporal consumption-leisure model with non-expected utility (Q1960571) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- Preferences with frames: A new utility specification that allows for the framing of risks (Q2270552) (← links)
- A term structure model with preferences for the timing of resolution of uncertainty (Q2365065) (← links)
- Optimal risk transfer and investment policies based upon stochastic differential utilities (Q2372259) (← links)
- Recursive utility and optimal growth with bounded or unbounded returns (Q2386135) (← links)
- The aggregation of preferences: Can we ignore the past? (Q2429999) (← links)
- Recursive robust estimation and control without commitment (Q2455651) (← links)
- Hierarchies of ambiguous beliefs (Q2455662) (← links)
- Subjective probability over a subjective decision tree (Q2455675) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- Robust control and model misspecification (Q2496228) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
- On the effects of redistribution on growth and entrepreneurial risk-taking (Q2509071) (← links)
- Dynamic programming for non-additive stochastic objectives (Q2563820) (← links)
- Recursive utility, productive government expenditure and optimal fiscal policy (Q2574419) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- Doubts or variability? (Q2653923) (← links)
- Life-cycle asset allocation with annuity markets (Q2654416) (← links)
- Analytic solving of asset pricing models: the by force of habit case (Q2654418) (← links)
- (Q2892535) (← links)
- Further international evidence on durable consumption growth and long-run consumption risk (Q3084977) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- Risk-Averse Mitigation Decisions in an Unpredictable Climate System* (Q3166540) (← links)
- General Pareto Optimal Allocations and Applications to Multi-Period Risks (Q3395763) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)