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DP14588 Valuation Risk Revalued 智库出版物
2020
作者:  Oliver de Groot;  Alexander Richter;  Nathaniel Throckmorton
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Recursive utility  Asset pricing  Equity premium puzzle  Risk-free rate puzzle  
DP13137 The Implications of Financial Innovation for Capital Markets and Household Welfare 智库出版物
2018
作者:  Adrian Buss;  Grigory Vilkov
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Household finance  Household portfolio choice  Wealth inequality  Differences in beliefs  Parameter uncertainty  Recursive utility  Bayesian learning  
DP12416 Financial Innovation and Asset Prices 智库出版物
2017
作者:  Adrian Buss
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Differences in beliefs  Parameter uncertainty  Rational learning  Spillover effects  Recursive utility  
DP4971 Reforming the Formula: A Modest Proposal for Introducing Development Outcomes in IDA Allocation Procedures 智库出版物
2005
作者:  Ravi Kanbur
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Long-horizon investing  Dynamic portfolio choice  Intertemporal hedging  stochastic volatility  Spectral gmm  Recursive utility  
DP4148 Multinational Bank Regulation with Deposit Insurance and Diversification Effects 智库出版物
2003
作者:  Alan Morrison;  Gyöngyi Lóránth
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Portfolio choice  Time aggregation  Intertemporal hedging  Long-term investing  Recursive utility  
DP4100 Growth Strategies 智库出版物
2003
作者:  Dani Rodrik
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Consumption-based asset pricing  Habit persistence  Recursive utility  Idiosyncratic risk  Multivariate garch  
Recursive Intergenerational Utility in Global Climate Risk Modeling 智库出版物
1999
作者:  Minh Ha-Duong;  Nicolas Treich
Adobe PDF(148Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/14
Recursive utility,risk,discounting,sustainability,climate