Pages that link to "Item:Q4733645"

The following pages link to Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (Q4733645):

Displayed 50 items.

• Evolutionary stability of portfolio rules in incomplete markets (Q556401) ‎ (← links)
• Market selection and survival of investment strategies (Q556404) ‎ (← links)
• Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (Q582184) ‎ (← links)
• Market equilibria under procedural rationality (Q617618) ‎ (← links)
• Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available (Q622236) ‎ (← links)
• A measure of the sensitivity of saving to interest rate uncertainty with non-expected preferences (Q672907) ‎ (← links)
• A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem (Q673244) ‎ (← links)
• Recursive utility, martingales, and the asymptotic behaviour of optimal processes (Q673261) ‎ (← links)
• Recursive utility and the Ramsey problem (Q753632) ‎ (← links)
• The dynamics of risk-sensitive allocations (Q813942) ‎ (← links)
• The ostrich effect: Selective attention to information (Q833110) ‎ (← links)
• Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) ‎ (← links)
• The tradeoff between risk sharing and information production in financial markets (Q848610) ‎ (← links)
• Subjective recursive expected utility (Q852327) ‎ (← links)
• Numerical approach to asset pricing models with stochastic differential utility (Q853855) ‎ (← links)
• Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) ‎ (← links)
• Preferences over location-scale family (Q943343) ‎ (← links)
• Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice (Q953662) ‎ (← links)
• Price uncertainty and consumer welfare in an intertemporal setting (Q953688) ‎ (← links)
• Equilibrium stock return dynamics under alternative rules of learning about hidden states (Q953695) ‎ (← links)
• On the relation between robust and Bayesian decision making (Q953704) ‎ (← links)
• Strategic asset allocation in a continuous-time VAR model (Q953710) ‎ (← links)
• Equilibrium consumption and precautionary savings in a stochastically growing economy (Q956502) ‎ (← links)
• Stochastic taxation and asset pricing in dynamic general equilibrium (Q956515) ‎ (← links)
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) ‎ (← links)
• The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility (Q956538) ‎ (← links)
• Can social security be welfare improving when there is demographic uncertainty? (Q959640) ‎ (← links)
• Utility from anticipation and personal equilibrium (Q992052) ‎ (← links)
• Conditional implicit mean and the law of iterated integrals (Q999729) ‎ (← links)
• Recursive smooth ambiguity preferences (Q1017777) ‎ (← links)
• Subjective random discounting and intertemporal choice (Q1017781) ‎ (← links)
• Does income support increase abortions? (Q1039565) ‎ (← links)
• Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733) ‎ (← links)
• Happiness maintenance and asset prices (Q1042350) ‎ (← links)
• Asset pricing with incomplete information and fat tails (Q1042357) ‎ (← links)
• Crash states and the equity premium: Solving one puzzle raises another (Q1129185) ‎ (← links)
• Consumption, asset returns and taxes in a nonexpected utility model (Q1189358) ‎ (← links)
• Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility (Q1274844) ‎ (← links)
• Intrinsic preference for information (Q1277090) ‎ (← links)
• Is mean-variance analysis applicable to hedge funds? (Q1277714) ‎ (← links)
• Conditional decision processes with recursive function (Q1284032) ‎ (← links)
• Violations of the betweenness axiom and nonlinearity in probability (Q1322512) ‎ (← links)
• On the arbitrage pricing theory (Q1338108) ‎ (← links)
• Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983) ‎ (← links)
• Is Krebs-Porteus utility distinguishable from intertemporal expected utility? (Q1339006) ‎ (← links)
• Biconvergent stochastic dynamic programming, asymptotic impatience, and `average' growth (Q1350673) ‎ (← links)
• Balanced-growth-consistent recursive utility (Q1351337) ‎ (← links)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) ‎ (← links)
• Consumption adjustment to real interest rates: Intertemporal substitution revisited (Q1389721) ‎ (← links)
• Maximum likelihood estimation of the nonlinear rational expectations asset pricing model (Q1391448) ‎ (← links)