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 24 items.
- On exploitation in a class of differentiable mixed markets (Q373775) (← links)
- Recursive equilibrium in stochastic OLG economies: Incomplete markets (Q455923) (← links)
- Incomplete market dynamics and cross-sectional distributions (Q472201) (← links)
- Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available (Q622236) (← 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)
- Asset trading volume in a production economy (Q1006576) (← 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)
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625) (← links)
- Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents'' (Q1814948) (← links)
- Unique solutions for stochastic recursive utilities (Q1958954) (← links)
- Infinite horizon CAPM equilibrium (Q1969022) (← links)
- Recursive utility with unbounded aggregators (Q2385119) (← links)
- Survival in speculative markets (Q2415982) (← links)
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents (Q2425146) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- Recursive equilibrium with price perfect foresight and a minimal state space (Q2634134) (← links)
- Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
- A discrete-time intertemporal asset pricing model: GE approach with recursive utility (Q2707193) (← links)
- Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model (Q3489761) (← links)
- Equilibrium in a simplified dynamic, stochastic economy with heterogeneous agents (Q3973611) (← links)
- Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics (Q4629414) (← links)
