Pages that link to "Item:Q4733645"
From MaRDI portal
The following pages link to Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (Q4733645):
Displayed 36 items.
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
- OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← 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)
- Historical simulation approach to the estimation of stochastic discount factor models (Q3518379) (← links)
- State-Dependent Utility (Q3621147) (← links)
- Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions (Q3632868) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Fundamental Principles of Modeling in Macroeconomics (Q4606774) (← links)
- Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics (Q4629414) (← links)
- DOES NEAR‐RATIONALITY MATTER IN FIRST‐ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH (Q4686813) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Probability weighting and default risk: a possible explanation for distressed stock puzzles (Q4991055) (← links)
- Eliciting Risk Preferences and Elasticity of Substitution (Q4991770) (← links)
- Time-Varying Risk Aversion and Dynamic Portfolio Allocation (Q5030998) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- ON THE INTERGENERATIONAL SHARING OF COHORT-SPECIFIC SHOCKS ON PERMANENT INCOME (Q5189642) (← links)
- Structural asset pricing theory with wavelets (Q5235456) (← links)
- COLLATERAL REQUIREMENTS AND ASSET PRICES (Q5245730) (← links)
- Myopic loss aversion, reference point, and money illusion (Q5245910) (← links)
- WOULD THERE EVER BE CONSENSUS VALUE AND SOURCE OF THE EQUITY RISK PREMIUM? A REVIEW OF THE EXTANT LITERATURE (Q5291321) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- Life insurance decisions under recursive utility (Q5743528) (← links)
- A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading (Q5868937) (← links)
- Time to build and bond risk premia (Q5918628) (← links)
- Time to build and bond risk premia (Q5919142) (← links)