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Search: subject:"Recursive Utility"
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Subject
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recursive utility
132
Recursive utility
97
Theorie
87
Theory
82
Nutzen
73
Utility
73
Nutzenfunktion
68
Utility function
67
Risiko
50
Risk
50
Intertemporal choice
38
Intertemporale Entscheidung
38
CAPM
37
Portfolio-Management
37
Portfolio selection
36
Risk aversion
36
Risikoaversion
35
Stochastischer Prozess
32
Stochastic process
31
Risikoprämie
30
Risk premium
29
Erwartungsnutzen
28
risk aversion
28
Expected utility
27
Präferenztheorie
19
Theory of preferences
19
uncertainty
19
Recursive Utility
17
Decision under uncertainty
14
Entscheidung unter Unsicherheit
14
Mathematical programming
14
Mathematische Optimierung
14
Nutzentheorie
13
Utility theory
13
Konsumtheorie
12
Volatility
12
Volatilität
12
the stochastic maximum principle
12
Consumption theory
11
Private consumption
11
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Online availability
All
Free
145
Undetermined
87
CC license
6
Type of publication
All
Book / Working Paper
142
Article
116
Type of publication (narrower categories)
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Article in journal
84
Aufsatz in Zeitschrift
84
Working Paper
74
Arbeitspapier
50
Graue Literatur
50
Non-commercial literature
50
Article
5
Aufsatz im Buch
2
Book section
2
Conference paper
2
Konferenzbeitrag
2
Thesis
2
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Language
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English
185
Undetermined
72
French
1
Author
All
Aase, Knut K.
24
Kraft, Holger
13
Meinerding, Christoph
8
Traeger, Christian P.
8
Bommier, Antoine
7
Kochov, Asen
7
Riedel, Frank
7
Traeger, Christian
7
Rincón-Zapatero, Juan Pablo
6
Seifried, Frank Thomas
6
Becker, Robert Allen
5
Dergunov, Ilya
5
Epstein, Larry G.
5
Heyen, Daniel
5
Kakeu, Johnson
5
Le Grand, François
5
Li, Hanwu
5
Schlag, Christian
5
Bjerksund, Petter
4
Dong, Jinyue
4
Garcia, René
4
Hansen, Lars Peter
4
Hayashi, Takashi
4
Karantounias, Anastasios G.
4
Ma, Chenghu
4
Miao, Jianjun
4
Satchell, Stephen
4
Sherris, Michael
4
Song, Yangwei
4
Stanca, Lorenzo
4
Branger, Nicole
3
Chen, Jian
3
De Groot, Oliver
3
Grüning, Patrick
3
Ji, Shaolin
3
Marinacci, Massimo
3
Merella, Vincenzo
3
Park, Joon Y.
3
Richter, Alexander W.
3
Shaliastovich, Ivan
3
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Institution
All
Department of Agricultural and Resource Economics, University of California-Berkeley
9
Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
C.E.P.R. Discussion Papers
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
CESifo
2
Finance Discipline Group, Business School
2
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
2
Society for Economic Dynamics - SED
2
Swiss Finance Institute
2
University of Rochester - Center for Economic Research (RCER)
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Agricultural and Applied Economics Association - AAEA
1
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
Becker Friedman Institute for Research in Economics, University of Chicago
1
CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics, Boston University
1
Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ)
1
Duke University, Department of Economics
1
Département de Sciences Économiques, Université de Montréal
1
Facultat d'Economia i Empresa, Universitat de Barcelona
1
Federal Reserve Bank of Atlanta
1
Institute for Financial Research (SIFR)
1
Risk and Insurance Archive
1
School of Economics, University of Edinburgh
1
Society for Computational Economics - SCE
1
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Published in...
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Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
9
Discussion paper / Department of Business and Management Science
9
Journal of economic theory
7
CESifo Working Paper
6
CIRANO Working Papers
6
Journal of mathematical economics
6
SAFE Working Paper
6
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
5
Journal of economic dynamics & control
5
CAEPR working papers
4
CEPR Discussion Papers
4
CESifo working papers
4
CUDARE Working Paper Series
4
Quantitative economics : QE ; journal of the Econometric Society
4
SAFE working paper
4
Working paper
4
CORE Discussion Papers
3
Center for Mathematical Economics Working Papers
3
Economics letters
3
Quantitative Economics
3
Working Paper
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
CESifo Working Paper Series
2
Carlo Alberto notebooks
2
Department of Economics and Statistics working paper series
2
Discussion Papers (ECON - Département des Sciences Economiques)
2
Discussion paper
2
Discussion papers / CEPR
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Theory
2
Economics Letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
FAME Research Paper Series
2
Fisher College of Business working paper series
2
Insurance
2
International review of economics & finance : IREF
2
Journal of Mathematical Economics
2
Journal of financial economics
2
MPRA Paper
2
Macroeconomic dynamics
2
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Source
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ECONIS (ZBW)
137
RePEc
90
EconStor
29
BASE
2
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71
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71
An equilibrium model of the term structures of bonds and equities
Takamizawa, Hideyuki
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472835
Saved in:
72
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:
73
Measuring preferences over the temporal resolution of consumption uncertainty
Meissner, Thomas
;
Pfeiffer, Philipp
- In:
Journal of economic theory
200
(
2022
),
pp. 1-49
Persistent link: https://www.econbiz.de/10013192556
Saved in:
74
Existence and uniqueness of recursive utilities without boundedness
Christensen, Timothy M.
- In:
Journal of economic theory
200
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013192743
Saved in:
75
By force of confidence
Merella, Vincenzo
;
Satchell, Stephen
- In:
European economic review : EER
150
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013474046
Saved in:
76
Static and dynamic quantile preferences
Castro, Luciano I. de
;
Galvao, Antonio F.
- In:
Economic theory
73
(
2022
)
2/3
,
pp. 747-779
Persistent link: https://www.econbiz.de/10013277393
Saved in:
77
Optimal learning under robustness and time-consistency
Epstein, Larry G.
;
Ji, Shaolin
- In:
Operations research
70
(
2022
)
3
,
pp. 1317-1329
Persistent link: https://www.econbiz.de/10013366075
Saved in:
78
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
79
Constructive existence theory for the Koopmans equation
Becker, Robert Allen
;
Rincón-Zapatero, Juan Pablo
-
2018
Persistent link: https://www.econbiz.de/10011964962
Saved in:
80
Uniqueness of the
recursive
utility
representation
Becker, Robert Allen
;
Rincón-Zapatero, Juan Pablo
-
2018
Persistent link: https://www.econbiz.de/10011964963
Saved in:
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