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.
- Divergent risk-attitudes and endogenous collateral constraints (Q1995320) (← links)
- Dynamic programming with state-dependent discounting (Q1995327) (← links)
- Randomly evolving tastes and delayed commitment (Q1996181) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
- Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
- Childbearing postponement, its option value, and the biological clock (Q2025026) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Growth risks, asset prices, and welfare (Q2036911) (← links)
- Stochastic dynamic utilities and intertemporal preferences (Q2037769) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- A new preference model that allows for narrow framing (Q2050985) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Estimating robustness (Q2067408) (← links)
- What is the expected return on bitcoin? Extracting the term structure of returns from options prices (Q2069988) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Asset pricing under smooth ambiguity in continuous time (Q2088605) (← links)
- Habit formation, self-deception, and self-control (Q2088615) (← links)
- Disentangling intertemporal substitution and risk aversion under the expected utility theorem (Q2098984) (← links)
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245) (← links)
- Bayesian estimation of long-run risk models using sequential Monte Carlo (Q2116359) (← links)
- Measuring preferences over the temporal resolution of consumption uncertainty (Q2123161) (← links)
- Existence and uniqueness of recursive utilities without boundedness (Q2123188) (← links)
- Asymmetries in risk premia, macroeconomic uncertainty and business cycles (Q2136937) (← links)
- Reference points and learning (Q2138367) (← links)
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
- Static and dynamic quantile preferences (Q2143911) (← links)
- Robust risk-taking under a sustainable constraint (Q2157888) (← links)
- Time-inconsistent life-cycle consumption and retirement choice with mortality risk (Q2161886) (← links)
- Equilibria in altruistic economic growth models (Q2175350) (← links)
- Macroeconomic disasters and the equity premium puzzle: are emerging countries riskier? (Q2177998) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
- Labor market search, endogenous disasters and the equity premium puzzle (Q2191469) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Nonrecursive separation of risk and time preferences (Q2201707) (← links)
- On recursive utilities with non-affine aggregator and conditional certainty equivalent (Q2205997) (← links)
- Aggregate risk and the Pareto principle (Q2211474) (← links)
- Preferences for the resolution of uncertainty and the timing of information (Q2211480) (← links)
- Testing identification strength (Q2227047) (← links)
- Coase meets Bellman: dynamic programming for production networks (Q2231373) (← links)
- The envelope theorem, Euler and Bellman equations, without differentiability (Q2231389) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Survival with ambiguity (Q2254035) (← links)
- Preferences with frames: A new utility specification that allows for the framing of risks (Q2270552) (← links)
- Incomplete market demand tests for Kreps-Porteus-Selden preferences (Q2288533) (← links)
- Business-cycle pattern of asset returns: a general equilibrium explanation (Q2292039) (← links)
- The ethics of intergenerational risk (Q2295834) (← links)
- The learning premium (Q2299391) (← links)
- Generalized entropy and model uncertainty (Q2324804) (← links)