Elasticity of intertemporal substitution

Results: 125



#Item
1Economy / Finance / Money / Financial risk / Equations / Mathematical optimization / Behavioral finance / Expected utility / Bellman equation / Hyperbolic absolute risk aversion / Elasticity of intertemporal substitution / Equity premium puzzle

Recursive utility using the stochastic maximum principle Knut K. Aase ∗

Add to Reading List

Source URL: www.qeconomics.org

Language: English - Date: 2016-07-31 11:25:04
2Economy / Economics / International finance / International trade / Economic puzzles / Mathematical finance / Technical analysis / Elasticity of intertemporal substitution / Volatility / Global financial system / Open economy / Monetary policy

Long Run Risk in a World Economy

Add to Reading List

Source URL: www.macfinrobods.eu

Language: English - Date: 2016-06-07 05:21:27
3Economy / Financial risk / Utility / Expected utility / Logic / Behavioral finance / Game theory / Consumer theory / Elasticity of intertemporal substitution / Risk aversion / Hyperbolic absolute risk aversion / Bellman equation

American Economic Review 2012, 102(4): 1663–1691 http://dx.doi.orgaerRisk Aversion and the Labor Margin in Dynamic Equilibrium Models† By Eric T. Swanson*

Add to Reading List

Source URL: www.ericswanson.us

Language: English - Date: 2012-07-30 14:56:25
4Economy / Utility / Finance / Money / Financial risk / Behavioral finance / Prospect theory / Expected utility / EpsteinZin preferences / Risk aversion / Expected utility hypothesis / Elasticity of intertemporal substitution

Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences Eric T. Swanson Federal Reserve Bank of San Francisco http://www.ericswanson.org

Add to Reading List

Source URL: www.ericswanson.us

Language: English - Date: 2015-07-29 21:24:51
5Optimal control / Economy / Mathematical optimization / Systems theory / Consumer behaviour / Stochastic control / Mathematical analysis / Control theory / Hamiltonian / Elasticity of intertemporal substitution / Intertemporal choice / Intertemporal CAPM

Solving for the Retirement Age in a Continuous-time Model with Endogenous Labor Supply Emin Gahramanovy Xueli Tang

Add to Reading List

Source URL: www.econ.upd.edu.ph

Language: English - Date: 2014-08-01 04:19:54
6Economy / Finance / Money / Mathematical finance / Actuarial science / Financial risk / Behavioral finance / Consumer theory / Equity premium puzzle / Beta / Elasticity of intertemporal substitution / Random walk model of consumption

Risks For the Long Run: Estimation and Inference∗ Ravi Bansal† Dana Kiku‡ Amir Yaron§ First Draft: June 2006

Add to Reading List

Source URL: faculty.fuqua.duke.edu

Language: English - Date: 2007-09-27 10:50:57
7Economy / Finance / Money / Actuarial science / Financial risk / Behavioral finance / Equity premium puzzle / Stock market / Financial economics / Dividend / Yield curve / Elasticity of intertemporal substitution

Disaster recovery and the term structure of dividend strips? Michael Haslera∗, Roberto Marf`eb

Add to Reading List

Source URL: www.carloalberto.org

Language: English
8Economy / Economics / Consumer theory / Economic puzzles / Rare disasters / Elasticity of intertemporal substitution / Demand for money / Equity premium puzzle / Gold standard / Dividend / Real interest rate

Microsoft Word - Gold paper

Add to Reading List

Source URL: isites.harvard.edu

Language: English - Date: 2014-03-05 13:53:34
9Consumer theory / Random walk model of consumption / Elasticity of intertemporal substitution / M-estimator / Consumption / Intertemporal consumption / Income

CAM Centre for Applied Microeconometrics Department of Economics University of Copenhagen http://www.econ.ku.dk/CAM/

Add to Reading List

Source URL: www.econ.ku.dk

Language: English - Date: 2014-01-29 04:39:43
10Game theory / Decision theory / Welfare economics / General equilibrium theory / Dual space / Elasticity of intertemporal substitution / Utility

Existence and Structure of Stochastic Equilibria with Intertemporal Substitution† By Peter Bank and Frank Riedel‡ Humboldt University of Berlin February, 2000 — this Version: December 20, 2000

Add to Reading List

Source URL: page.math.tu-berlin.de

Language: English
UPDATE