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  • Search: subject:"Recursive preferences"
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Year of publication
Subject
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Recursive preferences 62 recursive preferences 58 Theorie 44 Theory 44 CAPM 37 Präferenztheorie 34 Theory of preferences 34 Risk premium 21 Intertemporal choice 19 Intertemporale Entscheidung 19 Risikoprämie 19 Volatility 19 Volatilität 19 Risiko 17 Risk 17 Risikoaversion 16 Risk aversion 16 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 Consumption theory 8 Konsumtheorie 8 Portfolio selection 8 Portfolio-Management 8 asset pricing 8 Anlageverhalten 7 Artenvielfalt 7 Asset pricing 7
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Online availability
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Free 67 Undetermined 58 CC license 3
Type of publication
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Article 72 Book / Working Paper 70 Other 2
Type of publication (narrower categories)
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Article in journal 57 Aufsatz in Zeitschrift 57 Working Paper 39 Graue Literatur 31 Non-commercial literature 31 Arbeitspapier 30 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 108 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...
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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 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 Cahier scientifique 1
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Source
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ECONIS (ZBW) 90 RePEc 39 EconStor 13 BASE 2
Showing 1 - 10 of 144
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Explaining world savings
Caines, Colin; Lahiri, Amartya - 2025
heterogeneous agents endowed with recursive preferences. Our assumed preferences imply increasing marginal impatience of agents as …
Persistent link: https://www.econbiz.de/10015450739
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Industry bubbles and unexpected consumption shocks : a cross-sectional explanation of stock returns under recursive preferences
Rojo-Suárez, Javier; Alonso-Conde, Ana B.; … - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1156-1169
Persistent link: https://www.econbiz.de/10014446616
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Precautionary saving under recursive preferences
Bostian, A. J. Allen; Heinzel, Christoph - In: Journal of economic behavior & organization 228 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015461571
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Robust comparative statics for the elasticity of intertemporal substitution
Flynn, Joel P.; Schmidt, Lawrence D. W.; Toda, Alexis Akira - In: Theoretical Economics 18 (2023) 1, pp. 231-265
We study a general class of consumption-savings problems with recursive preferences. We characterize the sign of the …
Persistent link: https://www.econbiz.de/10014536953
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Robust comparative statics for the elasticity of intertemporal substitution
Flynn, Joel P.; Schmidt, Lawrence; Akira Toda, Alexis - In: Theoretical economics : TE ; an open access journal in … 18 (2023) 1, pp. 231-265
We study a general class of consumption-savings problems with recursive preferences. We characterize the sign of the …
Persistent link: https://www.econbiz.de/10014245414
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Co-jumps and recursive preferences in portfolio choices
Oliva, Immacolata; Stefani, Ilaria - In: Annals of finance 19 (2023) 3, pp. 291-324
Persistent link: https://www.econbiz.de/10014380566
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Asset pricing with time preference shocks : existence and uniqueness
Stachurski, John; Wilms, Ole; Zhang, Junnan - In: Journal of economic theory : JET 216 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015066983
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Pricing indefinitely lived assets : experimental evidence
Duffy, John; Jiang, Janet Hua; Xie, Huan - In: Management science : journal of the Institute for … 70 (2024) 12, pp. 8772-8790
Persistent link: https://www.econbiz.de/10015145617
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The sensitivity of risk premiums to the elasticity of intertemporal substitution
Wu, Zhiting - In: Financial management : FM 53 (2024) 2, pp. 353-390
Persistent link: https://www.econbiz.de/10014543750
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Robustness meets co-jumps : optimal consumption and portfolio choice with derivatives
Oliva, Immacolata; Stefani, Ilaria - In: Quantitative finance 24 (2024) 12, pp. 1799-1822
Persistent link: https://www.econbiz.de/10015196971
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