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Search: subject:"Recursive preferences"
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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
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17
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17
Risikoaversion
16
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16
Börsenkurs
13
Share price
13
Recursive Preferences
12
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9
Kaufkraftparität
9
Long-run risk
9
Private consumption
9
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9
Purchasing power parity
9
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9
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Capital income
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Konsumtheorie
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asset pricing
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Anlageverhalten
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Artenvielfalt
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Asset pricing
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67
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58
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3
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108
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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
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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
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2
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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
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1
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1
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1
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1
Crawford School of Public Policy, Australian National University
1
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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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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
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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
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CAMA Working Papers
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CESifo Working Paper
1
CESifo working papers
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CFM discussion paper series
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CREA Discussion Paper Series
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CREATES Research Papers
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ECONIS (ZBW)
90
RePEc
39
EconStor
13
BASE
2
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144
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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