A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
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Publication:4883971
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- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference
- A discrete-time intertemporal asset pricing model: GE approach with recursive utility
- State preference theory and asset pricing. An introduction
- Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory
- Unique solutions for stochastic recursive utilities
- Risk preferences and the macroeconomic announcement premium
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
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- Utility-implied term structures of equity risk premia
- Co-jumps and recursive preferences in portfolio choices
- Asset pricing with time preference shocks: existence and uniqueness
- An introduction to hypergeometric functions for economists
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