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Asset pricing with stochastic differential utility
Duffie, Darrell; Epstein, Larry G. - 1991
Persistent link: https://www.econbiz.de/10000827226
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The global stability of efficient intertemporal allocations
Epstein, Larry G. - 1985
Persistent link: https://www.econbiz.de/10003540983
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Decreasing absolute risk aversion and utility indices derived from cake-eating problems
Epstein, Larry G. - In: Journal of economic theory 29 (1983) 2, pp. 245-264
Persistent link: https://www.econbiz.de/10002125045
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Stationary cardinal utility and optimal growth under uncertainty
Epstein, Larry G. - In: Journal of economic theory 31 (1983) 1, pp. 133-152
Persistent link: https://www.econbiz.de/10002125131
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'First-order' risk aversion and the equity premium puzzle
Epstein, Larry G. - In: Journal of monetary economics 26 (1990) 3, pp. 387-407
Persistent link: https://www.econbiz.de/10001102487
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Stochastic differential utility
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 2, pp. 353-394
Persistent link: https://www.econbiz.de/10001124365
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Asset pricing with stochastic differential utility
Duffie, Darrell - In: The review of financial studies 5 (1992) 3, pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
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The global stability of efficient intertemporal allocations
Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 2, pp. 329-355
Persistent link: https://www.econbiz.de/10001021000
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The law of large numbers and the attractiveness of compound gambles
Chew, Soo-Hong - In: Journal of risk and uncertainty : JRU 1 (1988) 1, pp. 125-132
Persistent link: https://www.econbiz.de/10001091581