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Epstein-Zin preferences
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#	Item
1	Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness∗ Martin Ellison Thomas J. Sargent Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:15 Consumer theory Microeconomics Business cycle Welfare cost of business cycles Equity premium puzzle Elasticity of intertemporal substitution Economic model Epstein-Zin preferences Isoelastic utility Economics Macroeconomics Utility
2	Welfare cost of business cycles in economies with individual consumption risk Add to Reading List Source URL: www.suomenpankki.fi Language: English - Date: 2012-07-30 08:48:46 Decision theory Business cycle Welfare cost of business cycles Equity premium puzzle Economic model Utility Macroeconomic model Epstein-Zin preferences Elasticity of intertemporal substitution Economics Macroeconomics Consumer theory
3	CESifo Working Paper no. 4930 Add to Reading List Source URL: www.uni-hamburg.de Language: English - Date: 2014-08-22 04:38:02 Consumer theory Microeconomics Behavioral finance Climatology Knowledge Epstein-Zin preferences Effects of global warming Economics of global warming Elasticity of intertemporal substitution Utility Economics Decision theory
4	A Robust Approach to Risk Aversion: Disentangling risk aversion and elasticity of substitution without giving up preference monotonicity∗ † Add to Reading List Source URL: federation.ens.fr Language: English - Date: 2013-12-06 04:22:54 Economics Microeconomics Statistics Game theory Epstein-Zin preferences Stochastic dominance Expected utility hypothesis Risk aversion Elasticity of intertemporal substitution Decision theory Utility Consumer theory
5	Optimal Portfolio Choice over the Life Cycle with Epstein-Zin-Weil Preferences and G-and-H Distribution Jialun Li Kent Smetters Add to Reading List Source URL: www.nber.org Language: English - Date: 2010-11-02 11:55:18 Utility Behavioral finance Mathematical finance Actuarial science Hyperbolic absolute risk aversion Elasticity of intertemporal substitution Risk aversion Equity premium puzzle Precautionary savings Financial economics Economics Finance
6	Asset Pricing when ’This Time is Di¤erent’ Pierre Collin-Dufresne, Michael Johannes and Lars A. Lochstoer University of Lausanne and Columbia Business School May[removed]Abstract Add to Reading List Source URL: chicagofed.org Language: English - Date: 2014-05-19 09:28:34 Mathematical finance Game theory Financial economics Epstein-Zin preferences Economic model General equilibrium theory Overlapping generations model Macroeconomic model Heterogeneity in economics Economics Microeconomics Consumer theory
7	Exotic Preferences for Macroeconomists∗ David K. Backus,† Bryan R. Routledge,‡ and Stanley E. Zin§ September 13, 2004 Abstract Add to Reading List Source URL: pages.stern.nyu.edu Language: English - Date: 2004-09-13 14:20:20 Statistics Game theory Economics Expected utility hypothesis Intertemporal choice Risk aversion Epstein-Zin preferences Utility Decision theory Microeconomics
8	Asset Pricing when ’This Time is Di¤erent’ Pierre Collin-Dufresne, Michael Johannes and Lars A. Lochstoer University of Lausanne and Columbia Business School May[removed]Abstract Add to Reading List Source URL: www.chicagofed.org Language: English - Date: 2014-05-19 09:28:34 Mathematical finance Game theory Financial economics Epstein-Zin preferences Economic model General equilibrium theory Overlapping generations model Macroeconomic model Heterogeneity in economics Economics Microeconomics Consumer theory
9	PDF Document Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2014-07-05 03:05:42 Consumer theory Financial economics Decision theory Behavioral finance Epstein-Zin preferences Elasticity of intertemporal substitution Equity premium puzzle Hyperbolic absolute risk aversion Isoelastic utility Utility Economics Microeconomics
10	PDF Document Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2005-12-28 11:59:00 Finance Behavioral finance Equity premium puzzle Stock market Volatility Financial risk Epstein-Zin preferences Financial economics Mathematical finance Economics

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