Pages that link to "Item:Q1338983"
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The following pages link to Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983):
Displaying 12 items.
- Incomplete market dynamics and cross-sectional distributions (Q472201) (← links)
- The dynamics of risk-sensitive allocations (Q813942) (← links)
- Preferences over location-scale family (Q943343) (← links)
- The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility (Q956538) (← links)
- Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility (Q1274844) (← links)
- An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523) (← links)
- Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents'' (Q1814948) (← links)
- Unique solutions for stochastic recursive utilities (Q1958954) (← links)
- Recursive utility with unbounded aggregators (Q2385119) (← links)
- Survival in speculative markets (Q2415982) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics (Q4629414) (← links)
