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Search: subject:"Epstein–Zin utility"
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Epstein-Zin utility
17
Theorie
15
Theory
14
Risiko
8
Risk
8
Epstein-Zin Utility
7
Nutzen
7
Portfolio selection
7
Portfolio-Management
7
Risk aversion
7
Utility
7
CAPM
6
DICE
6
Risikoaversion
6
Nutzenfunktion
5
Utility function
5
Equity premium puzzle
4
Equity-Premium-Puzzle
4
Intertemporal choice
4
Intertemporale Entscheidung
4
Risikoprämie
4
Risk premium
4
risk aversion
4
Capital income
3
Climate change
3
Climate sensitivity
3
Epstein–Zin utility
3
Equity Premium Puzzle
3
Integrated assessment modeling
3
Kapitaleinkommen
3
Klimawandel
3
Risk-Free Rate Puzzle
3
Savings
3
Sparen
3
Valuation Risk
3
climate sensitivity
3
integrated assessment modeling
3
thermohaline circulation
3
uncertainty
3
Altersvorsorge
2
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Free
13
Undetermined
10
Type of publication
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Article
14
Book / Working Paper
13
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Article in journal
12
Aufsatz in Zeitschrift
12
Working Paper
8
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Language
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English
20
Undetermined
6
German
1
Author
All
Belaia, Mariia
4
Funke, Michael
4
Glanemann, Nicole
4
Blake, David
3
De Groot, Oliver
3
Richter, Alexander W.
3
Throckmorton, Nathaniel A.
3
Wright, Douglas
3
Zhang, Yumeng
3
Ackerman, Frank
2
Bueno, Ramón
2
Calvet, Laurent
2
Oduncu, Arif
2
Sodini, Paolo
2
Basu, Anup K.
1
Bishop, Thomas
1
Chen, John
1
Dindo, Pietro
1
Gonzalez-Eiras, Martin
1
Gonzalez-Eiras, Martín
1
Khrapov, Stanislav
1
Kraft, Holger
1
Kusuda, Koji
1
Ma, Junchi
1
Monoyios, Michael
1
Mostovyi, Oleksii
1
Munk, Claus
1
Ogunsolu, Mobolaji
1
Qiu, Jinniao
1
Sezer, Ayşe Deniz
1
Shigeta, Yuki
1
Stanton, Elizabeth
1
Stanton, Elizabeth A.
1
Weiss, Farina
1
Wiafe, Osei K.
1
Xing, Hao
1
Zhang, Xiang
1
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CESifo
1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Türkiye Cumhuriyet Merkez Bankası
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
Journal of economic theory
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
SSE/EFI Working Paper Series in Economics and Finance
2
CDMA working paper series
1
CESifo Working Paper
1
CESifo Working Paper Series
1
CESifo working papers
1
Discussion paper series : discussion paper
1
Environmental & Resource Economics
1
Finance and stochastics
1
Finance research letters
1
International journal of decision sciences, risk and management
1
Journal of Economic Dynamics and Control
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
MPRA Paper
1
School of Economics and Finance discussion paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
Working Papers / Türkiye Cumhuriyet Merkez Bankası
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
Working paper / Türkiye Cumhuriyet Merkez Bankası
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ECONIS (ZBW)
18
RePEc
7
EconStor
2
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1
Properties of Homothetic Robust
Epstein-Zin
Utility
Kusuda, Koji
-
2025
Persistent link: https://www.econbiz.de/10015358362
Saved in:
2
Credit risk pricing in a consumption-based equilibrium framework with incomplete accounting information
Ma, Junchi
;
Ogunsolu, Mobolaji
;
Qiu, Jinniao
;
Sezer, …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 666-708
Persistent link: https://www.econbiz.de/10014329901
Saved in:
3
Stability of the Epstein-Zin problem
Monoyios, Michael
;
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
34
(
2024
)
4
,
pp. 1263-1290
Persistent link: https://www.econbiz.de/10015149386
Saved in:
4
Valuation risk revalued
De Groot, Oliver
;
Richter, Alexander W.
;
Throckmorton, …
-
2019
-
This draft: May 13, 2019
Persistent link: https://www.econbiz.de/10012029981
Saved in:
5
Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions
Shigeta, Yuki
- In:
Journal of economic theory
204
(
2022
),
pp. 1-58
Persistent link: https://www.econbiz.de/10013473619
Saved in:
6
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
7
Valuation risk revalued
De Groot, Oliver
;
Richter, Alexander W.
;
Throckmorton, …
-
2018
Persistent link: https://www.econbiz.de/10011947922
Saved in:
8
Valuation risk revalued
De Groot, Oliver
;
Richter, Alexander W.
;
Throckmorton, …
-
2018
Persistent link: https://www.econbiz.de/10011979273
Saved in:
9
Leisure and long-run risks : an empirical evaluation on value premium puzzle
Zhang, Xiang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012664492
Saved in:
10
Survival in speculative markets
Dindo, Pietro
- In:
Journal of economic theory
181
(
2019
),
pp. 1-43
Persistent link: https://www.econbiz.de/10012131694
Saved in:
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