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

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Date: 2016-07-31 11:25:04 Economy 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 Download Document from Source Website File Size: 377,75 KB Share Document on Facebook

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