A Revealed Preference Analysis of Asset Pricing Under Recursive Utility

DOI10.2307/2298079zbMath0847.90030OpenAlexW3122606573MaRDI QIDQ4883971

Angelo Melino, Larry G. Epstein

Publication date: 13 October 1996

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w4524.pdf

zbMATH Keywords

recursive utilityrepresentative agent model of asset prices

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

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Unique solutions for stochastic recursive utilities ⋮ Solution of macromodels with Hansen-Sargent robust policies: some extensions ⋮ An introduction to hypergeometric functions for economists

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