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  • Search: subject:"Epstein-Zin"
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Year of publication
Subject
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Theorie 60 Theory 59 Epstein-Zin preferences 52 Risiko 31 Risk 31 Risk aversion 30 Intertemporal choice 28 Intertemporale Entscheidung 28 Risikoaversion 28 CAPM 24 Präferenztheorie 22 Theory of preferences 22 Epstein-Zin utility 19 Risikoprämie 18 Risk premium 18 Nutzen 17 Utility 17 Epstein-Zin 14 Estimation 14 Schätzung 14 Dynamic equilibrium 13 Dynamisches Gleichgewicht 13 Epstein-Zin-Weil preferences 13 Stochastic process 13 Stochastischer Prozess 13 Portfolio selection 12 Portfolio-Management 12 Anlageverhalten 11 Behavioural finance 11 Bulgaria 11 Discounting 11 Diskontierung 11 Lebenszyklus 11 Life cycle 11 risk aversion 11 Business cycle 10 Börsenkurs 10 New Keynesian 10 Nutzenfunktion 10 Share price 10
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Online availability
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Free 87 Undetermined 51 CC license 3
Type of publication
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Book / Working Paper 92 Article 60
Type of publication (narrower categories)
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Working Paper 58 Article in journal 49 Aufsatz in Zeitschrift 49 Graue Literatur 42 Non-commercial literature 42 Arbeitspapier 40 Article 3 Hochschulschrift 2 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 120 Undetermined 29 German 3
Author
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Vasilev, Aleksandar 11 Richter, Alexander W. 7 Throckmorton, Nathaniel A. 7 Mumtaz, Haroon 6 Theodoridis, Konstantinos 6 Fernández-Villaverde, Jesús 5 Belaia, Mariia 4 De Groot, Oliver 4 Elminejad, Ali 4 Funke, Michael 4 Glanemann, Nicole 4 Groneck, Max 4 Hubar, Sylwia 4 Kaszab, Lorant 4 Koulovatianos, Christos 4 Li, Jian 4 Ludwig, Alexander 4 Marsal, Ales 4 Ripoll, Marla 4 Rubio-Ramírez, Juan Francisco 4 Sodini, Paolo 4 Zimper, Alexander 4 Andreasen, Martin 3 Andreasen, Martin Møller 3 Blake, David 3 Branger, Nicole 3 Brevik, Frode 3 Campanale, Claudio 3 D'Addona, Stefano 3 Dindo, Pietro 3 Duffy, John 3 Havránek, Tomáš 3 Havránková, Zuzana 3 Herdegen, Martin 3 Jerome, Joseph 3 Jiang, Janet Hua 3 Karantounias, Anastasios G. 3 Olijslagers, Stan 3 Schlag, Christian 3 Walker, Todd B. 3
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Institution
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C.E.P.R. Discussion Papers 3 Bank of England 2 Department of Economics, Iowa State University 2 CESifo 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Center for Financial Studies 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Centro di Ricerca sull'Economia delle Istituzioni (CREI), Università degli Studi di Roma 3 1 Department of Economics, Auburn University 1 Department of Economics, Sciences économiques 1 Department of Economics, University of Pennsylvania 1 Département de Sciences Économiques, Université de Montréal 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Federal Reserve Bank of Atlanta 1 Federal Reserve Bank of Kansas City 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 London School of Economics (LSE) 1 School of Economics and Political Science, Universität St. Gallen 1 Sciences économiques, Sciences Po 1 Springer Fachmedien Wiesbaden 1 Türkiye Cumhuriyet Merkez Bankası 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Discussion papers / CEPR 4 CEPR Discussion Papers 3 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 3 Finance and stochastics 3 Journal of economic theory 3 Macroeconomic dynamics 3 Mathematical finance : an international journal of mathematics, statistics and financial economics 3 The review of economic studies 3 Bank of England working papers 2 CDMA working paper series 2 CFS Working Paper Series 2 Cahiers de recherche 2 Economic theory : official journal of the Society for the Advancement of Economic Theory 2 Environmental and resource economics 2 European Economic Review 2 Journal of economic dynamics & control 2 Journal of macroeconomics 2 Review of Economic Dynamics 2 SAFE Working Paper 2 SAFE working paper 2 SSE/EFI Working Paper Series in Economics and Finance 2 Staff General Research Papers / Department of Economics, Iowa State University 2 Working Paper 2 Working papers / Penn Institute for Economic Research 2 Annals of finance 1 Applied economics letters 1 Auburn Economics Working Paper Series 1 CAEPR working papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 CFS working paper series 1 CREA Discussion Paper Series 1 Cahier scientifique 1 Cardiff Economics Working Papers 1 Cardiff economics working papers 1 Computational Economics 1 Computational economics 1 Department of Economics working paper 1 Discussion Paper 1
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Source
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ECONIS (ZBW) 97 RePEc 33 EconStor 21 BASE 1
Showing 1 - 10 of 152
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Stochastic impatience and the separation of time and risk preferences
Dillenberger, David; Gottlieb, Daniel; Ortoleva, Pietro - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 3, pp. 1043-1080
We study how the separation of time and risk preferences relates to a property called Stochastic Impatience. We show that, within a broad class of models, Stochastic Impatience holds if and only if risk aversion and the inverse elasticity of intertemporal substitution are sufficiently close. In...
Persistent link: https://www.econbiz.de/10015459574
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A neoclassical model of the world financial cycle
Bai, Yan; Kehoe, Patrick J.; Lopez, Pierlauro; Perri, … - 2025
Persistent link: https://www.econbiz.de/10015326362
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A neoclassical model of the world financial cycle
Bai, Yan; Kehoe, Patrick J.; Lopez, Pierlauro; Perri, … - 2025
Persistent link: https://www.econbiz.de/10015409134
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Optimal post-retirement investment and consumption under longevity risk in collective funds
Armstrong, John; Buescu, Cristin; Dalby, James Luke - In: Scandinavian actuarial journal 2025 (2025) 8, pp. 833-851
Persistent link: https://www.econbiz.de/10015543019
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Life-cycle wealth accumulation and consumption insurance
Campanale, Claudio; Sartarelli, Marcello - In: Journal of macroeconomics 79 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014558691
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Properties of Homothetic Robust Epstein-Zin Utility
Kusuda, Koji - 2025
Persistent link: https://www.econbiz.de/10015358362
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Discounting the future : on climate change, ambiguity aversion and Epstein-Zin preferences
Olijslagers, Stan; Wijnbergen, Sweder van - In: Environmental and resource economics 87 (2024) 3, pp. 683-730
Persistent link: https://www.econbiz.de/10014500380
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Proper solutions for Epstein–Zin stochastic differential utility
Herdegen, Martin; Hobson, David; Jerome, Joseph - In: Finance and Stochastics 29 (2025) 3, pp. 885-932
This article considers existence and uniqueness of infinite-horizon Epstein–Zin stochastic differential utility (EZ …
Persistent link: https://www.econbiz.de/10015436223
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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
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Mean Field Portfolio Games with Epstein-Zin Preferences
Fu, Guanxing; Horst, Ulrich - 2025
We study mean field portfolio games under Epstein-Zin preferences, which naturally encompass the classical time … stochastic maximum principle tailored to Epstein-Zin utility and a nonlinear transformation. In the deterministic setting, we …
Persistent link: https://www.econbiz.de/10015595998
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