A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
From MaRDI portal
Recommendations
- Revealed preference and portfolio choice
- Asset pricing with multiplicative habit and power-expo preferences
- An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
- An estimation of economic models with recursive preferences
- Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.
- Computational methods for production-based asset pricing models with recursive utility
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
- Revealed preference analysis of expected utility maximization under prize-probability trade-offs
- Intertemporal asset pricing and the marginal utility of wealth
Cited in
(22)- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference
- Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory
- Pricing long-lived securities in dynamic endowment economies
- Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing
- A resolution of the equity premium puzzle
- The inverse problem of asset price under non-expected utility
- Unique solutions for stochastic recursive utilities
- The local recoverability of risk aversion and intertemporal substitution
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
- Asset prices with locally constrained-entropy recursive multiple-priors utility
- State preference theory and asset pricing. An introduction
- A discrete-time intertemporal asset pricing model: GE approach with recursive utility
- An estimation of economic models with recursive preferences
- Risk preferences and the macroeconomic announcement premium
- An introduction to hypergeometric functions for economists
- An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
- scientific article; zbMATH DE number 1443275 (Why is no real title available?)
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
- Co-jumps and recursive preferences in portfolio choices
- Asset pricing with time preference shocks: existence and uniqueness
- Utility-implied term structures of equity risk premia
- Solution of macromodels with Hansen-Sargent robust policies: some extensions
This page was built for publication: A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4883971)