Recursive utility using the stochastic maximum principle
Year of publication: |
November 2016
|
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Authors: | Aase, Knut K. |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 7.2016, 3, p. 859-887
|
Subject: | The equity premium puzzle | recursive utility | the stochastic maximum principle | Theorie | Theory | Stochastischer Prozess | Stochastic process | Equity-Premium-Puzzle | Equity premium puzzle |
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