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.
- A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem (Q673244) (← links)
- Recursive utility, martingales, and the asymptotic behaviour of optimal processes (Q673261) (← links)
- On aggregation and representative agent equilibria (Q684175) (← links)
- Calibrating the wealth effects of decoupled payments: does decreasing absolute risk aversion matter? (Q737870) (← links)
- Recursive utility and the Ramsey problem (Q753632) (← links)
- The dynamics of risk-sensitive allocations (Q813942) (← links)
- The ostrich effect: Selective attention to information (Q833110) (← links)
- Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) (← links)
- The tradeoff between risk sharing and information production in financial markets (Q848610) (← links)
- Subjective recursive expected utility (Q852327) (← links)
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Loss aversion, survival and asset prices (Q893424) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- Financial innovation and risk: the role of information (Q902183) (← links)
- Portfolio choice with non-expected utility in continuous time (Q902699) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Preferences over location-scale family (Q943343) (← links)
- Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice (Q953662) (← links)
- Price uncertainty and consumer welfare in an intertemporal setting (Q953688) (← links)
- Equilibrium stock return dynamics under alternative rules of learning about hidden states (Q953695) (← links)
- On the relation between robust and Bayesian decision making (Q953704) (← links)
- Strategic asset allocation in a continuous-time VAR model (Q953710) (← links)
- Equilibrium consumption and precautionary savings in a stochastically growing economy (Q956502) (← links)
- Stochastic taxation and asset pricing in dynamic general equilibrium (Q956515) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility (Q956538) (← links)
- Can social security be welfare improving when there is demographic uncertainty? (Q959640) (← links)
- Utility from anticipation and personal equilibrium (Q992052) (← links)
- Conditional implicit mean and the law of iterated integrals (Q999729) (← links)
- Recursive smooth ambiguity preferences (Q1017777) (← links)
- Subjective random discounting and intertemporal choice (Q1017781) (← links)
- Does income support increase abortions? (Q1039565) (← links)
- Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733) (← links)
- Happiness maintenance and asset prices (Q1042350) (← links)
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- Crash states and the equity premium: Solving one puzzle raises another (Q1129185) (← links)
- Consumption, asset returns and taxes in a nonexpected utility model (Q1189358) (← links)
- Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility (Q1274844) (← links)
- Intrinsic preference for information (Q1277090) (← links)
- Is mean-variance analysis applicable to hedge funds? (Q1277714) (← links)
- Conditional decision processes with recursive function (Q1284032) (← links)
- Violations of the betweenness axiom and nonlinearity in probability (Q1322512) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983) (← links)
- Is Krebs-Porteus utility distinguishable from intertemporal expected utility? (Q1339006) (← links)
- Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth (Q1350673) (← links)
- Balanced-growth-consistent recursive utility (Q1351337) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Consumption adjustment to real interest rates: Intertemporal substitution revisited (Q1389721) (← links)
- Maximum likelihood estimation of the nonlinear rational expectations asset pricing model (Q1391448) (← links)