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.
- 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)
- Optimal asymmetric sector-specific labour taxation in an overlapping generations model (Q2326187) (← links)
- Risk aversion heterogeneity and the investment-uncertainty relationship (Q2326200) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Cash flows risk, capital structure, and corporate bond yields (Q2334410) (← links)
- Personal finance and life insurance under separation of risk aversion and elasticity of substitution (Q2347056) (← links)
- The long and the short of the risk-return trade-off (Q2347734) (← 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)
- Utilitarianism, prioritarianism, and intergenerational equity: a cake eating model (Q2406944) (← links)
- A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Survival in speculative markets (Q2415982) (← links)
- Recursive utility and parameter uncertainty (Q2415991) (← links)
- Exchange rates dynamics with long-run risk and recursive preferences (Q2416112) (← links)
- Markov perfect equilibria in OLG models with risk sensitive agents (Q2422565) (← links)
- Ambiguity and endogenous discounting (Q2425190) (← links)
- The aggregation of preferences: Can we ignore the past? (Q2429999) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← 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)
- Time consistent policy of multi-period mean-variance (Q2515277) (← 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)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
- Dynamic programming with value convexity (Q2665320) (← links)
- Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting (Q2675397) (← links)
- Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
- Schumpeterian competition in a Lucas economy (Q2685872) (← links)
- Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853) (← links)
- Computational methods for production-based asset pricing models with recursive utility (Q2699590) (← links)
- (Q2892535) (← links)
- NONHOMOTHETIC GROWTH MODELS FOR THE ENVIRONMENTAL KUZNETS CURVE (Q2921205) (← links)