Pages that link to "Item:Q4883971"
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The following pages link to A Revealed Preference Analysis of Asset Pricing Under Recursive Utility (Q4883971):
Displaying 16 items.
- Solution of macromodels with Hansen-Sargent robust policies: some extensions (Q953723) (← links)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
- Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory (Q1338100) (← links)
- Pricing long-lived securities in dynamic endowment economies (Q1622391) (← links)
- Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing (Q1624115) (← links)
- A resolution of the equity premium puzzle (Q1676669) (← links)
- The inverse problem of asset price under non-expected utility (Q1676739) (← links)
- Unique solutions for stochastic recursive utilities (Q1958954) (← links)
- The local recoverability of risk aversion and intertemporal substitution (Q2366838) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
- State preference theory and asset pricing. An introduction (Q2703527) (← links)
- A discrete-time intertemporal asset pricing model: GE approach with recursive utility (Q2707193) (← links)
- Risk Preferences and the Macroeconomic Announcement Premium (Q4682713) (← links)
- An introduction to hypergeometric functions for economists (Q4701045) (← links)
- Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)
