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 10 items.
- 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)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- ON THE INTERGENERATIONAL SHARING OF COHORT-SPECIFIC SHOCKS ON PERMANENT INCOME (Q5189642) (← 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)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)