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  • Search: subject:"stochastic risk aversion"
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Year of publication
Subject
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stochastic risk aversion 3 Risikoaversion 2 Risk aversion 2 expected inflation 2 no-arbitrage 2 stochastic volatility 2 Bulgaria 1 Bulgarien 1 Business cycle 1 Business cycle theory 1 Discrete time 1 Inflation expectations 1 Inflationserwartung 1 Konjunktur 1 Konjunkturtheorie 1 Option pricing theory 1 Optionspreistheorie 1 Pension fund 1 Pensionskasse 1 Portfolio selection 1 Portfolio-Management 1 Real business cycle model 1 Real-Business-Cycle-Theorie 1 Risiko 1 Risikoprämie 1 Risk 1 Risk premium 1 Schock 1 Shock 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 Yield curve 1 Zinsstruktur 1 business cycles 1 discrete time 1 generalized essentially 1 generalized essentially a_ne model 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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English 3
Author
All
Vasilev, Aleksandar 1 Vlaar, Peter 1 Vlaar, Peter J. G. 1
Institution
All
de Nederlandsche Bank 1
Published in...
All
DNB Working Papers 1 DNB working paper 1 Managing global transitions : international research journal 1
Source
All
ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
Can shocks to risk aversion explain business cycle fluctuations in Bulgaria (1999-2019)?
Vasilev, Aleksandar - In: Managing global transitions : international research journal 19 (2021) 4, pp. 271-284
Persistent link: https://www.econbiz.de/10013362664
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Cover Image
Term Structure Modeling for Pension Funds:What to do in Practice?
Vlaar, Peter - de Nederlandsche Bank - 2007
meets these criteria. The factors are the short term rate, expected inflation and stochastic risk aversion. The model is …
Persistent link: https://www.econbiz.de/10005101819
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Cover Image
Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G. - 2006
Persistent link: https://www.econbiz.de/10003401861
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