EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"récursive utility"
Narrow search

Narrow search

Year of publication
Subject
All
recursive utility 120 Recursive utility 93 Theorie 81 Theory 76 Nutzen 65 Utility 65 Nutzenfunktion 61 Utility function 60 Risiko 44 Risk 44 Intertemporal choice 37 Intertemporale Entscheidung 37 Portfolio-Management 35 Risk aversion 35 CAPM 34 Portfolio selection 34 Risikoaversion 34 Risikoprämie 29 Risk premium 28 risk aversion 28 Erwartungsnutzen 27 Stochastischer Prozess 27 Expected utility 26 Stochastic process 26 Präferenztheorie 19 Theory of preferences 19 uncertainty 19 Recursive Utility 17 Decision under uncertainty 14 Entscheidung unter Unsicherheit 14 Mathematical programming 12 Mathematische Optimierung 12 Konsumtheorie 11 Nutzentheorie 11 Utility theory 11 Volatility 11 Volatilität 11 climate change 11 dynamic programming 11 expected utility 11
more ... less ...
Online availability
All
Free 131 Undetermined 85 CC license 6
Type of publication
All
Book / Working Paper 128 Article 114
Type of publication (narrower categories)
All
Article in journal 82 Aufsatz in Zeitschrift 82 Working Paper 60 Arbeitspapier 38 Graue Literatur 38 Non-commercial literature 38 Article 5 Aufsatz im Buch 2 Book section 2 Conference paper 2 Konferenzbeitrag 2 Thesis 2
more ... less ...
Language
All
English 169 Undetermined 72 French 1
Author
All
Aase, Knut K. 19 Kraft, Holger 13 Meinerding, Christoph 8 Traeger, Christian P. 8 Bommier, Antoine 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 Stanca, Lorenzo 4 Branger, Nicole 3 Chen, Jian 3 De Groot, Oliver 3 Grüning, Patrick 3 Ji, Shaolin 3 Kochov, Asen 3 Marinacci, Massimo 3 Merella, Vincenzo 3 Park, Joon Y. 3 Richter, Alexander W. 3 Shaliastovich, Ivan 3 Wakai, Katsutoshi 3 Weiss, Farina 3
more ... less ...
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
more ... less ...
Published in...
All
Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 9 Journal of economic theory 7 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 Paper 4 CUDARE Working Paper Series 4 Discussion paper / Department of Business and Management Science 4 Quantitative economics : QE ; journal of the Econometric Society 4 SAFE 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 CESifo working papers 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 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 / Mathematics & economics 2 International review of economics & finance : IREF 2 Journal of Mathematical Economics 2 Journal of financial economics 2 MPRA Paper 2 Macroeconomic dynamics 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Mathematical social sciences 2 RCER Working Papers 2
more ... less ...
Source
All
ECONIS (ZBW) 123 RePEc 90 EconStor 27 BASE 2
Showing 161 - 170 of 242
Cover Image
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates
Garcia, René; Luger, Richard - Centre Interuniversitaire de Recherche en Analyse des … - 2009
We build and estimate an equilibrium model of the term structure of interest rates based on a recursive utility …
Persistent link: https://www.econbiz.de/10005052204
Saved in:
Cover Image
Subjective risk, confidence, and ambiguity
Traeger, Christian P. - Department of Agricultural and Resource Economics, … - 2009
The paper incorporates qualitative differences of probabilistic beliefs into a rational (or normatively motivated) decision framework. Probabilistic beliefs can range from objective probabilities to pure guesstimates. The decision maker in the present model takes into account his confidence in...
Persistent link: https://www.econbiz.de/10009646078
Saved in:
Cover Image
Informativeness of experiments for MEU—A recursive definition
Heyen, Daniel; Wiesenfarth, Boris R. - In: Journal of Mathematical Economics 57 (2015) C, pp. 28-30
main contribution consists in the definition of a value of information for meupreferences that is compatible with recursive … utility and thus respects dynamic consistency. …
Persistent link: https://www.econbiz.de/10011264626
Saved in:
Cover Image
Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
Jeong, Daehee; Kim, Hwagyun; Park, Joon Y. - In: Journal of Financial Economics 115 (2015) 2, pp. 361-382
preference specifications including a multiple-priors recursive utility. We find that relative risk aversion is estimated around …
Persistent link: https://www.econbiz.de/10011189255
Saved in:
Cover Image
Good and bad uncertainty : macroeconomic and financial market implications
Segal, Gill; Shaliastovich, Ivan; Yaron, Amir - In: Journal of financial economics 117 (2015) 2, pp. 369-397
Persistent link: https://www.econbiz.de/10011480267
Saved in:
Cover Image
Recursive utility, increasing impatience and capital deepening : F.A. Hayek's ‘utility analysis and interest’
Molavi Vasséi, Arash - In: The European journal of the history of economic thought 22 (2015) 6, pp. 1000-1041
Persistent link: https://www.econbiz.de/10011452587
Saved in:
Cover Image
Robust consumption and portfolio choice with habit formation, the spirit of capitalism and recursive utility
Wang, Haijun; Hou, L. Steven - In: Annals of economics and finance 16 (2015) 2, pp. 393-416
Persistent link: https://www.econbiz.de/10011428180
Saved in:
Cover Image
Learning, confidence, and option prices
Shaliastovich, Ivan - In: Journal of econometrics 187 (2015) 1, pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
Cover Image
Personal finance and life insurance under separation of risk aversion and elasticity of substitution
Jensen, N. E.; Steffensen, M. - In: Insurance / Mathematics & economics 62 (2015), pp. 28-41
Persistent link: https://www.econbiz.de/10011312090
Saved in:
Cover Image
Dynamic choice with constant source-dependent relative risk aversion
Skiadas, Costis - In: Economic theory : official journal of the Society for … 60 (2015) 3, pp. 393-422
Persistent link: https://www.econbiz.de/10011376466
Saved in:
  • First
  • Prev
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...