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Search: subject:"recursive utility function"
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The nexus between the elasticity of intertemporal substitution and the coefficient of relative risk aversion
Azar, Samih Antoine
- In:
International journal of financial research
9
(
2018
)
3
,
pp. 98-102
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012236959
Saved in:
2
Pricing innovations in consumption growth: A re-evaluation of the recursive utility model
Xiao, Yuchao
;
Faff, Robert
;
Gharghori, Philip
;
Min, …
- In:
Journal of Banking & Finance
37
(
2013
)
11
,
pp. 4465-4475
We re-evaluate the cross-sectional asset pricing implications of the
recursive
utility
function
of Epstein and Zin …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011065697
Saved in:
3
Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao
;
Faff, Robert W.
;
Gharghori, Philip
;
Min, …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4465-4475
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010246994
Saved in:
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