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 221 - 230 of 242
Cover Image
Recent Developments in the Intertemporal Modeling of Uncertainty
Traeger, Christian P. - In: Annual Review of Resource Economics 1 (2009) 1, pp. 261-285
Time and uncertainty constitute essential ingredients to many of the most challenging resource problems. With respect to the time dimension, agents are generally assumed to have a pure time preference as well as a preference for smoothing consumption over time. With respect to risk, agents are...
Persistent link: https://www.econbiz.de/10010614173
Saved in:
Cover Image
Recursive intergenerational utility in global climate risk modeling
Minh, Ha-Duong; Treich, Nicolas - 1999
This paper distinguishes relative risk aversion and resistance to intertemporal substitution in climate risk modelling. Stochastic recursive preferences are introduced in a stylised numeric climate-economy model using preliminary IPPC 1998 scenarios. It shows that higher risk aversion increases...
Persistent link: https://www.econbiz.de/10011608555
Saved in:
Cover Image
Recursive Intergenerational Utility in Global Climate Risk Modeling
Ha-Duong, Minh; Treich, Nicolas - Centre Interuniversitaire de Recherche en Analyse des … - 1999
This paper distinguishes relative risk aversion and resistance to intertemporal substitution in climate risk modeling. Stochastic recursive preferences are introduced in a stylized numeric climate-economy model using preliminary IPCC 1998 scenarios. It shows that higher risk aversion increases...
Persistent link: https://www.econbiz.de/10005169013
Saved in:
Cover Image
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
CHACKO, George; VICEIRA, Luis M. - Swiss Finance Institute - 1999
the Duffie-Epstein (1992) formulation of recursive utility in continuous time, it shows that the optimal portfolio demand …
Persistent link: https://www.econbiz.de/10005264599
Saved in:
Cover Image
Risk Aversion, Intertemporal Substitution, and Option Pricing
Garcia, René; Renault, Éric - Centre Interuniversitaire de Recherche en Analyse des … - 1998
This paper develops a general stochastic framework and an equilibrium asset pricing model that make clear how attitudes towards intertemporal substitution and risk matter for option pricing. In particular, we show under which statistical conditions option pricing formulas are not...
Persistent link: https://www.econbiz.de/10005100513
Saved in:
Cover Image
Risk Aversion, Intertemporal Substitution, and Option Pricing
GARCIA, René; RENAULT, Éric - Département de Sciences Économiques, Université de … - 1998
This paper develops a general stochastic framework and an equilibrium asset pricing model that make clear how attitudes towards intertemporal substitution and risk matter for option pricing. In particular, we show under which statistical conditions option pricing formulas are not...
Persistent link: https://www.econbiz.de/10005353166
Saved in:
Cover Image
Who Should Buy Long-Term Bonds?
CAMPBELL, John Y.; VICEIRA, Luis - Swiss Finance Institute - 1998
According to conventional wisdom, long-term bonds are appropriate for long-term investors who value stability of income. We develop a model of optimal consumption and portfolio choice for infinitely-lived investors facing stochastic interest rates, solve it using an approximate analytical...
Persistent link: https://www.econbiz.de/10005264601
Saved in:
Cover Image
PREFERENCES, LÉVY JUMPS AND OPTION PRICING
MA, CHENGHU - In: Annals of Financial Economics (AFE) 03 (2007) 01, pp. 0750001-1
This paper derives an equilibrium formula for pricing European options and other contingent claims which allows incorporating impacts of several important economic variable on security prices including, among others, representative agent preferences, future volatility and rare jump events. The...
Persistent link: https://www.econbiz.de/10010936584
Saved in:
Cover Image
Recursive utility with unbounded aggregators
Rincón-Zapatero, Juan; Rodríguez-Palmero, Carlos - In: Economic Theory 33 (2007) 2, pp. 381-391
Persistent link: https://www.econbiz.de/10005597809
Saved in:
Cover Image
Subjective recursive expected utility
Klibanoff, Peter; Ozdenoren, Emre - In: Economic Theory 30 (2007) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10005155456
Saved in:
  • First
  • Prev
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...