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 Date: 2005-12-28 11:59:00Finance Behavioral finance Equity premium puzzle Stock market Volatility Financial risk Epstein-Zin preferences Financial economics Mathematical finance Economics |
| Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness∗ Martin Ellison Thomas J. SargentDocID: 1g8WJ - View Document |
| Welfare cost of business cycles in economies with individual consumption riskDocID: 108Ku - View Document |
| CESifo Working Paper no. 4930DocID: WlgR - View Document |
| A Robust Approach to Risk Aversion: Disentangling risk aversion and elasticity of substitution without giving up preference monotonicity∗ †DocID: SsrM - View Document |
| Optimal Portfolio Choice over the Life Cycle with Epstein-Zin-Weil Preferences and G-and-H Distribution Jialun Li Kent SmettersDocID: QE7Z - View Document |