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  • Search: subject:"Recursive preferences"
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Year of publication
Subject
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Recursive preferences 61 recursive preferences 57 Theorie 43 Theory 43 CAPM 37 Präferenztheorie 33 Theory of preferences 33 Risk premium 21 Risikoprämie 19 Volatility 19 Volatilität 19 Intertemporal choice 18 Intertemporale Entscheidung 18 Risiko 16 Risk 16 Risikoaversion 15 Risk aversion 15 Börsenkurs 13 Share price 13 Recursive Preferences 12 Kapitaleinkommen 9 Kaufkraftparität 9 Long-run risk 9 Private consumption 9 Privater Konsum 9 Purchasing power parity 9 Schock 9 Shock 9 Yield curve 9 Zinsstruktur 9 Asset Pricing 8 Capital income 8 Portfolio selection 8 Portfolio-Management 8 asset pricing 8 Anlageverhalten 7 Artenvielfalt 7 Asset pricing 7 Behavioural finance 7 Biodiversity 7
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Online availability
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Free 65 Undetermined 58 CC license 3
Type of publication
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Article 71 Book / Working Paper 69 Other 2
Type of publication (narrower categories)
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Article in journal 56 Aufsatz in Zeitschrift 56 Working Paper 38 Graue Literatur 30 Non-commercial literature 30 Arbeitspapier 29 Article 4 Conference paper 2 Hochschulschrift 2 Konferenzbeitrag 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Konferenzschrift 1 Sammelwerk 1 Sammlung 1
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Language
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English 106 Undetermined 35 French 1
Author
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Branger, Nicole 15 Meinerding, Christoph 13 Konermann, Patrick 11 Schlag, Christian 11 Kollmann, Robert 9 Fabbri, Giorgio 8 Schubert, Katheline 8 Augeraud-Véron, Emmanuelle 7 Backus, David 6 Li, Jian 6 Meyer-Gohde, Alexander 6 Chernov, Mikhail 4 D'Addona, Stefano 4 Dillenberger, David 4 Ferriere, Axelle 4 Hubar, Sylwia 4 Koulovatianos, Christos 4 Kraft, Holger 4 Yao, Wen 4 Caldara, Dario 3 Croce, Mariano M. 3 Duffy, John 3 Giannikos, Christos 3 Jiang, Janet Hua 3 Kung, Howard 3 Lan, Hong 3 Schmid, Lukas 3 Xie, Huan 3 Akira Toda, Alexis 2 Beggs, Alan W. 2 Boguth, Oliver 2 Brevik, Frode 2 Colacito, R. 2 Coleman, Chase 2 Corhay, Alexandre 2 Creal, Drew 2 Dave, Chetan 2 Doh, Taeyoung 2 Dumollard, Gaspard 2 Fernandez-Villaverde, Jesus 2
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Institution
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Department of Economics, University of Pennsylvania 4 C.E.P.R. Discussion Papers 3 Centro di Ricerca sull'Economia delle Istituzioni (CREI), Università degli Studi di Roma 3 2 Duke University, Department of Economics 2 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Banco de México 1 Business School, University of Exeter 1 Center for Financial Studies 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Crawford School of Public Policy, Australian National University 1 Department of Economics, Simon Fraser University 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 School of Economics and Management, University of Aarhus 1 School of Economics and Political Science, Universität St. Gallen 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
All
Journal of financial economics 7 SAFE working paper 7 Journal of economic theory 4 PIER Working Paper Archive 4 CEPR Discussion Papers 3 Journal of economic dynamics & control 3 SAFE Working Paper 3 The journal of finance : the journal of the American Finance Association 3 Annals of Finance 2 Annals of finance 2 CFS Working Paper Series 2 Economics letters 2 International review of economics & finance : IREF 2 Journal of mathematical economics 2 Journal of monetary economics 2 LIDAM discussion paper IRES 2 MPRA Paper 2 Open economies review 2 Quantitative Economics 2 Quantitative economics : QE ; journal of the Econometric Society 2 Research working papers / Federal Reserve Bank of Kansas City 2 Rotman School of Management working paper / University of Toronto Rotman School of Management 2 SAFE Working Paper Series 2 SFB 649 Discussion Paper 2 Theoretical Economics 2 Theoretical economics : TE ; an open access journal in economic theory 2 Working Papers / Centro di Ricerca sull'Economia delle Istituzioni (CREI), Università degli Studi di Roma 3 2 Working Papers / Duke University, Department of Economics 2 American journal of agricultural economics 1 Applied economics letters 1 Bundesbank Discussion Paper 1 CAMA Working Papers 1 CAMA working paper series 1 CESifo Working Paper 1 CESifo working papers 1 CFM discussion paper series 1 CFS working paper series 1 CIRANO Working Papers 1 CREA Discussion Paper Series 1 CREATES Research Papers 1
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Source
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ECONIS (ZBW) 88 RePEc 39 EconStor 13 BASE 2
Showing 71 - 80 of 142
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Fitting parsimonious household-portfolio models to data
Hubar, Sylwia; Koulovatianos, Christos; Li, Jian - 2014
US data and new stockholding data from fifteen European countries and China exhibit a common pattern: stockholding shares increase in household income and wealth. Yet, there is a multitude of numbers to match through models. Using a single utility function across households (parsimony), we...
Persistent link: https://www.econbiz.de/10010428168
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Exchange rates dynamics with lung-run risk and recursive preferences
Kollmann, Robert - 2014
Persistent link: https://www.econbiz.de/10010483701
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Decomposing risk in dynamic stochastic general equilibrium : conference paper
Lan, Hong; Meyer-Gohde, Alexander - 2014 - This version: December 19, 2013
and recursive preferences. We find that the conditional heteroskedasticity of stochastic volatility operationalizes a time …
Persistent link: https://www.econbiz.de/10010487749
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Exchange rates dynamics with long-run risk and recursive preferences
Kollmann, Robert - 2014
Persistent link: https://www.econbiz.de/10011341969
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The dynamics of crises and the equity premium
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - 2014 - This version: October 13, 2014
that in a model with recursive preferences our new channel generates a large equity risk premium even if the consumption …
Persistent link: https://www.econbiz.de/10012061010
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Cover Image
Decomposing risk in dynamic stochastic general equilibrium
Lan, Hong; Meyer-Gohde, Alexander - 2013
stochastic volatility and recursive preferences. We find that heteroskedastic volatility operationalizes a time-varying risk …
Persistent link: https://www.econbiz.de/10010318776
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How does contagion affect general equilibrium asset prices?
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - Research Center SAFE (Sustainable Architecture for … - 2013
This paper analyzes the equilibrium pricing implications of contagion risk in a Lucastree economy with recursive … preferences and jumps. We introduce a new economic channel allowing for the possibility that endowment shocks simultaneously …
Persistent link: https://www.econbiz.de/10010955143
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Cover Image
Decomposing Risk in Dynamic Stochastic General Equilibrium
Lan, Hong; Meyer-Gohde, Alexander - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013
stochastic volatility and recursive preferences. We find that heteroskedastic volatility operationalizes a time-varying risk …
Persistent link: https://www.econbiz.de/10010643117
Saved in:
Cover Image
How does contagion affect general equilibrium asset prices?
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - 2013 - This version: March 13, 2013
This paper analyzes the equilibrium pricing implications of contagion risk in a Lucastree economy with recursive … preferences and jumps. We introduce a new economic channel allowing for the possibility that endowment shocks simultaneously …
Persistent link: https://www.econbiz.de/10010226025
Saved in:
Cover Image
Rational ignorance in long-run risk models
D'Addona, Stefano - In: International journal of business and economics 17 (2018) 1, pp. 43-54
Persistent link: https://www.econbiz.de/10011997066
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