Epstein-Zin preferences

Results: 11



#Item
1Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness∗ Martin Ellison Thomas J. Sargent

Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness∗ Martin Ellison Thomas J. Sargent

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:15
2Welfare cost of business cycles in economies with individual consumption risk

Welfare cost of business cycles in economies with individual consumption risk

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Source URL: www.suomenpankki.fi

Language: English - Date: 2012-07-30 08:48:46
3CESifo Working Paper no. 4930

CESifo Working Paper no. 4930

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Source URL: www.uni-hamburg.de

Language: English - Date: 2014-08-22 04:38:02
4A Robust Approach to Risk Aversion:  Disentangling risk aversion and elasticity of substitution without giving up preference monotonicity∗ †

A Robust Approach to Risk Aversion: Disentangling risk aversion and elasticity of substitution without giving up preference monotonicity∗ †

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Source URL: federation.ens.fr

Language: English - Date: 2013-12-06 04:22:54
5Optimal Portfolio Choice over the Life Cycle with Epstein-Zin-Weil Preferences and G-and-H Distribution Jialun Li  Kent Smetters

Optimal Portfolio Choice over the Life Cycle with Epstein-Zin-Weil Preferences and G-and-H Distribution Jialun Li Kent Smetters

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Source URL: www.nber.org

Language: English - Date: 2010-11-02 11:55:18
6Asset 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

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

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Source URL: chicagofed.org

Language: English - Date: 2014-05-19 09:28:34
7Exotic Preferences for Macroeconomists∗ David K. Backus,† Bryan R. Routledge,‡ and Stanley E. Zin§ September 13, 2004  Abstract

Exotic Preferences for Macroeconomists∗ David K. Backus,† Bryan R. Routledge,‡ and Stanley E. Zin§ September 13, 2004 Abstract

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Source URL: pages.stern.nyu.edu

Language: English - Date: 2004-09-13 14:20:20
8Asset 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

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

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Source URL: www.chicagofed.org

Language: English - Date: 2014-05-19 09:28:34
9

PDF Document

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Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2014-07-05 03:05:42
10

PDF Document

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Source URL: www.philadelphiafed.org

Language: English - Date: 2005-12-28 11:59:00