EpsteinZin preferences

Results: 6



#Item
1Economy / 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

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Source URL: www.ericswanson.us

Language: English - Date: 2015-07-29 21:24:51
2Economy / Economics / Consumer theory / Microeconomics / Financial risk / Expected utility / Game theory / Risk aversion / EpsteinZin preferences / Expected utility hypothesis / Risk premium / Utility

Introduction Framework Absolute RA

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Source URL: www.ericswanson.us

Language: English - Date: 2013-11-15 23:37:14
3Financial risk / Economics / Economy / Game theory / Utility / Behavioral finance / Prospect theory / Risk aversion / Aversion / EpsteinZin preferences

Intro Framework Absolute Risk Aversion

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Source URL: www.ericswanson.us

Language: English - Date: 2012-07-30 14:56:27
4New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Equity premium puzzle / Calvo (staggered) contracts / Calvo contract / EpsteinZin preferences / Economic model

American Economic Journal: Macroeconomics 2012, 4(1): 105–143 http://dx.doi.orgmacThe Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks† By Glenn D. Rudebusch and Eric T. Swanson*

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Source URL: www.ericswanson.us

Language: English - Date: 2012-07-30 14:56:24
5EpsteinZin preferences / Utility

Survival and long-run dynamics with heterogeneous beliefs under recursive preferences ∗ Online appendix — not for publication Jaroslav Boroviˇcka

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Source URL: borovicka.org

Language: English - Date: 2015-05-14 19:51:24
6Economics / Game theory / Financial risk / Economy / Actuarial science / Decision theory / Expected utility / Belief revision / Expected utility hypothesis / Risk aversion / EpsteinZin preferences / Utility

Survival and long-run dynamics with heterogeneous beliefs under recursive preferences∗ Jaroslav Boroviˇcka New York University

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Source URL: borovicka.org

Language: English - Date: 2015-05-14 19:51:20
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