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:"time dependent preferences"
Narrow search

Narrow search

Year of publication
Subject
All
pricing kernels 2 risk aversion 2 time dependent preferences 2
Online availability
All
Free 2
Type of publication
All
Book / Working Paper 2
Type of publication (narrower categories)
All
Working Paper 1
Language
All
English 2
Author
All
Giacomini, Enzo 2 Handel, Michael 2 Härdle, Wolfgang K. 1 Härdle, Wolfgang Karl 1
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
Source
All
EconStor 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Time dependent relative risk aversion
Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang Karl - 2006
Risk management and the thorough understanding of the relations between financial markets and the standard theory of macroeconomics have always been among the topics most addressed by researchers, both financial mathematicians and economists. This work aims at explaining investors' behavior from...
Persistent link: https://www.econbiz.de/10010274116
Saved in:
Cover Image
Time Dependent Relative Risk Aversion
Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang K. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
maturities. JEL classifications: C 13, C 22, G12 Keywords: risk aversion, pricing kernels, time dependent preferences …
Persistent link: https://www.econbiz.de/10005677974
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...