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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
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 ∗

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