1. Robustness and dynamic sentiment. (2025). Vedolin, Andrea ; Maenhout, Pascal J ; Xing, Hao.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001764.

   Full description at Econpapers || Download paper

2. Climate change, tipping points, and economics. (2024). de Zeeuw, Aart.
   In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
   RePEc:eee:soceco:v:109:y:2024:i:c:s2214804324000259.

   Full description at Econpapers || Download paper

3. Optimal consumption for recursive preferences with local substitution — the case of certainty. (2024). Yang, Shuzhen ; Riedel, Frank ; Li, Hanwu.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:110:y:2024:i:c:s0304406823001258.

   Full description at Econpapers || Download paper

4. Optimal control for both forward and backward discrete-time systems. (2024). Ge, Xiao ; Yuan, Dongmei ; Chen, Xin.
   In: Mathematics and Computers in Simulation (MATCOM).
   RePEc:eee:matcom:v:221:y:2024:i:c:p:298-314.

   Full description at Econpapers || Download paper

5. Disaster learning and aggregate investment. (2024). Zou, Zhentao ; Niu, Yingjie ; Yang, Jinqiang.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:220:y:2024:i:c:s0022053124000784.

   Full description at Econpapers || Download paper

6. A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424.

   Full description at Econpapers || Download paper

7. Mitigating disaster risks caused by carbon emissions. (2024). Meng, Weizhen ; Li, Shilin ; Yang, Jinqiang.
   In: Economics Letters.
   RePEc:eee:ecolet:v:241:y:2024:i:c:s016517652400301x.

   Full description at Econpapers || Download paper

8. On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

   Full description at Econpapers || Download paper

9. Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. (2024). Stanza, Lorenzo ; Riedel, Frank ; Dianetti, Jodi.
   In: Center for Mathematical Economics Working Papers.
   RePEc:bie:wpaper:685.

   Full description at Econpapers || Download paper

10. Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. (2024). Jia, Yanwei.
    In: Papers.
    RePEc:arx:papers:2404.12598.

    Full description at Econpapers || Download paper

11. Recursive preferences, correlation aversion, and the temporal resolution of uncertainty. (2023). Lorenzo, Stanca.
    In: Working papers.
    RePEc:tur:wpapnw:080.

    Full description at Econpapers || Download paper

12. The Social Cost of Carbon under Climate Volatility Risk. (2023). van Wijnbergen, Sweder ; Lin, XU.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20230032.

    Full description at Econpapers || Download paper

13. The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations. (2023). Jerome, Joseph ; Hobson, David ; Herdegen, Martin.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00495-6.

    Full description at Econpapers || Download paper

14. Constrained portfolio strategies in a regime-switching economy. (2023). Campani, Carlos Heitor ; Lewin, Marcelo.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00414-x.

    Full description at Econpapers || Download paper

15. Catastrophic Damages and the Optimal Carbon Tax Under Loss Aversion. (2023). Safarzynska, Karolina ; Czyz, Dominika.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:85:y:2023:i:2:d:10.1007_s10640-023-00768-4.

    Full description at Econpapers || Download paper

16. Concerns for Long-Run Risks and Natural Resource Policy. (2023). Kakeu, Johnson.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00748-0.

    Full description at Econpapers || Download paper

17. Co-jumps and recursive preferences in portfolio choices. (2023). Stefani, Ilaria ; Oliva, Immacolata.
    In: Annals of Finance.
    RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00425-2.

    Full description at Econpapers || Download paper

18. Optimal consumption with labor income and borrowing constraints for recursive preferences. (2023). Menoukeu-Pamen, Olivier ; Kuissi-Kamdem, Wilfried ; Becherer, Dirk.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04017143.

    Full description at Econpapers || Download paper

19. Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96648.

    Full description at Econpapers || Download paper

20. The Social Cost of Carbon with Intragenerational Inequality and Economic Uncertainty. (2023). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Frederick.
    In: Discussion Papers.
    RePEc:exe:wpaper:2301.

    Full description at Econpapers || Download paper

21. The social cost of carbon with intragenerational inequality and economic uncertainty. (2023). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Frederick.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117901.

    Full description at Econpapers || Download paper

22. The social cost of carbon with intragenerational inequality and economic uncertainty. (2023). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Frederick.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117898.

    Full description at Econpapers || Download paper

23. Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570.

    Full description at Econpapers || Download paper

24. Distributional effects of endogenous discounting. (2023). Hashimzade, Nigar ; Kirsanova, Tatiana.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:122:y:2023:i:c:p:1-6.

    Full description at Econpapers || Download paper

25. Extrapolative asset pricing. (2023). Liu, Jun.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479.

    Full description at Econpapers || Download paper

26. Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

    Full description at Econpapers || Download paper

27. Renegotiation and dynamic inconsistency: Contracting with non-exponential discounting. (2023). Urgun, Can ; Feng, Felix Zhiyu ; Cetemen, Doruk.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000029.

    Full description at Econpapers || Download paper

28. Pandemic portfolio choice. (2023). Weiss, Farina ; Kraft, Holger.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:305:y:2023:i:1:p:451-462.

    Full description at Econpapers || Download paper

29. Robust consumption and portfolio choice with derivatives trading. (2023). Zhuang, YI ; Yang, Charles ; Wei, Pengyu.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:304:y:2023:i:2:p:832-850.

    Full description at Econpapers || Download paper

30. On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x.

    Full description at Econpapers || Download paper

31. A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models. (2023). Huang, JI.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10600.

    Full description at Econpapers || Download paper

32. .

    Full description at Econpapers || Download paper

33. .

    Full description at Econpapers || Download paper

34. Asset pricing under smooth ambiguity in continuous time. (2022). Miao, Jianjun ; Hansen, Lars Peter.
    In: Economic Theory.
    RePEc:spr:joecth:v:74:y:2022:i:2:d:10.1007_s00199-022-01441-5.

    Full description at Econpapers || Download paper

35. The Social Cost of Carbon with Intragenerational Inequality under Economic Uncertainty. (2022). Prest, Brian ; Palmer, Karen ; Emmerling, Johannes ; van der Ploeg, Frederick ; Groom, Ben.
    In: RFF Working Paper Series.
    RePEc:rff:dpaper:dp-22-08.

    Full description at Econpapers || Download paper

36. Economic Policy Uncertainty and the Yield Curve*. (2022). Matthys, Felix ; Leippold, Markus.
    In: Review of Finance.
    RePEc:oup:revfin:v:26:y:2022:i:4:p:751-797..

    Full description at Econpapers || Download paper

37. Optimal climate policy as if the transition matters. (2022). Venmans, Frank ; Dietz, Simon ; Campiglio, Emanuele.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117610.

    Full description at Econpapers || Download paper

38. Optimal climate policy as if the transition matters. (2022). Venmans, Frank ; Dietz, Simon ; Campiglio, Emanuele.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117609.

    Full description at Econpapers || Download paper

39. Dynamics of bond and stock returns. (2022). Kozak, Serhiy.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209.

    Full description at Econpapers || Download paper

40. The cross section of the monetary policy announcement premium. (2022). Xu, Lai ; Pan, Xuhui Nick ; Han, Leyla Jianyu ; Ai, Hengjie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:247-276.

    Full description at Econpapers || Download paper

41. Portfolio choice with sustainable spending: A model of reaching for yield. (2022). Campbell, John ; Sigalov, Roman.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:188-206.

    Full description at Econpapers || Download paper

42. Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions. (2022). Shigeta, Yuki.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001089.

    Full description at Econpapers || Download paper

43. Estimating robustness. (2022). Szke, Balint.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000429.

    Full description at Econpapers || Download paper

44. Bequest motives in consumption-portfolio decisions with recursive utility. (2022). Weiss, Farina ; Munk, Claus ; Kraft, Holger.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000280.

    Full description at Econpapers || Download paper

45. Climate change financial risks: Implications for asset pricing and interest rates. (2022). Xepapadeas, Anastasios ; Karydas, Christos.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000833.

    Full description at Econpapers || Download paper

46. Who should buy stocks when volatility spikes?. (2022). Schneider, Andres.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000756.

    Full description at Econpapers || Download paper

47. Entrepreneur’s incentives for risk-taking and short-term debt. (2022). Yang, Jinqiang ; Lin, Chunpeng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s105752192200357x.

    Full description at Econpapers || Download paper

48. Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. (2022). Wang, Suxin ; Zhao, Hui.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:301:y:2022:i:3:p:1166-1180.

    Full description at Econpapers || Download paper

49. The Social Cost of Carbon with Intragenerational Inequality under Economic Uncertainty. (2022). Groom, Ben ; Emmerling, Johannes ; van der Ploeg, Rick ; VAN DERPLOEG, RICK .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9777.

    Full description at Econpapers || Download paper

50. Optimal Climate Policy as If the Transition Matters. (2022). Venmans, Frank ; Dietz, Simon ; Campiglio, Emanuele.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10139.

    Full description at Econpapers || Download paper

51. The Price of Higher Order Catastrophe Insurance: The Case of VIX Options. (2022). Yang, Aoxiang ; Eraker, Bjorn.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:6:p:3289-3337.

    Full description at Econpapers || Download paper

52. Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. (2022). Yang, Shuzhen ; Riedel, Frank ; Li, Hanwu.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:670.

    Full description at Econpapers || Download paper

53. Stability of the Epstein-Zin problem. (2022). Mostovyi, Oleksii ; Monoyios, Michael.
    In: Papers.
    RePEc:arx:papers:2208.09895.

    Full description at Econpapers || Download paper

54. .

    Full description at Econpapers || Download paper

55. Risk Aversion and Changes in Regime. (2021). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas.
    In: Department of Economics Working Papers.
    RePEc:udt:wpecon:2021_08.

    Full description at Econpapers || Download paper

56. On current and future carbon prices in a risky world. (2021). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan ; VAN DERPLOEG, RICK .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20210045.

    Full description at Econpapers || Download paper

57. Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme. (2021). Vergalli, Sergio ; Menoncin, Francesco.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:132:y:2021:i:1:d:10.1007_s00712-020-00710-y.

    Full description at Econpapers || Download paper

58. Carbon pricing under uncertainty. (2021). van der Ploeg, Frederick (Rick).
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:28:y:2021:i:5:d:10.1007_s10797-021-09686-x.

    Full description at Econpapers || Download paper

59. Robust Solutions to the Life-Cycle Consumption Problem. (2021). Fabozzi, Frank J ; Reus, Lorenzo.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09964-1.

    Full description at Econpapers || Download paper

60. Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models. (2021). Thimme, Julian ; Semenischev, Michael ; Schlag, Christian.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:12:p:7932-7950.

    Full description at Econpapers || Download paper

61. Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2021). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle.
    In: Post-Print.
    RePEc:hal:journl:halshs-03038974.

    Full description at Econpapers || Download paper

62. The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund. (2021). Aase, Knut ; Bjerksund, Petter.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:425-:d:629686.

    Full description at Econpapers || Download paper

63. Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:105749.

    Full description at Econpapers || Download paper

64. Ambiguity, long-run risks, and asset prices in continuous time. (2021). Ruan, Xinfeng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:115-126.

    Full description at Econpapers || Download paper

65. Prevention and mitigation of epidemics: Biodiversity conservation and confinement policies. (2021). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:93:y:2021:i:c:s0304406821000227.

    Full description at Econpapers || Download paper

66. Heterogeneous intermediary asset pricing. (2021). Kargar, Mahyar.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:2:p:505-532.

    Full description at Econpapers || Download paper

67. Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

    Full description at Econpapers || Download paper

68. What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles. (2021). Panageas, Stavros ; Garleanu, Nicolae.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:1:p:54-73.

    Full description at Econpapers || Download paper

69. Optimal portfolio strategies in the presence of regimes in asset returns. (2021). Garcia, René ; Lewin, Marcelo ; Campani, Carlos Heitor.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302910.

    Full description at Econpapers || Download paper

70. International coordination of macroprudential policies with capital flows and financial asymmetries. (2021). Phelan, Gregory ; Chen, William.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000899.

    Full description at Econpapers || Download paper

71. Pricing climate-related risks in the bond market. (2021). Agliardi, Rossella.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000279.

    Full description at Econpapers || Download paper

72. Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176.

    Full description at Econpapers || Download paper

73. Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. (2021). Laeven, Roger ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:291:y:2021:i:2:p:438-446.

    Full description at Econpapers || Download paper

74. Volatility-reducing biodiversity conservation under strategic interactions. (2021). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:190:y:2021:i:c:s0921800921002524.

    Full description at Econpapers || Download paper

75. Robust consumption and portfolio choices with habit formation. (2021). Wang, Shibo ; Li, Tongtong ; Yang, Jinqiang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:98:y:2021:i:c:p:227-246.

    Full description at Econpapers || Download paper

76. Dynamic portfolio choice and information trading with recursive utility. (2021). Ruan, Xinfeng ; Chen, Xingjiang ; Zhang, Wenjun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:98:y:2021:i:c:p:154-167.

    Full description at Econpapers || Download paper

77. A Sino-US comparative analysis of the hi-tech entrepreneurial model. (2021). Huang, Wenli ; Yang, Jinqiang ; Mu, Congming ; Shi, Huihong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:953-966.

    Full description at Econpapers || Download paper

78. The impact of hedging on risk-averse agents’ output decisions. (2021). Dunbar, Kwamie ; Owusu-Amoako, Johnson.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002273.

    Full description at Econpapers || Download paper

79. Debt as Safe Asset. (2021). Merkel, Sebastian ; Sebastian, Sannikov ; Brunnermeier, Markus K.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9500.

    Full description at Econpapers || Download paper

80. On Current and Future Carbon Prices in a Risky World. (2021). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Tan, S ; VAN DERPLOEG, RICK .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9092.

    Full description at Econpapers || Download paper

81. Robustly dynamic tax evasion and consumption with preferences for cash. (2021). Ma, Yong ; Luo, Pengfei.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:3:p:1078-1088.

    Full description at Econpapers || Download paper

82. Proper solutions for Epstein-Zin Stochastic Differential Utility. (2021). Jerome, Joseph ; Hobson, David ; Herdegen, Martin.
    In: Papers.
    RePEc:arx:papers:2112.06708.

    Full description at Econpapers || Download paper

83. Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin.
    In: Papers.
    RePEc:arx:papers:2111.09032.

    Full description at Econpapers || Download paper

84. Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions. (2021). Dumav, Martin.
    In: Papers.
    RePEc:arx:papers:2110.15229.

    Full description at Econpapers || Download paper

85. The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility. (2021). Jerome, Joseph ; Herdegen, Martin ; Hobson, David.
    In: Papers.
    RePEc:arx:papers:2107.06593.

    Full description at Econpapers || Download paper

86. Tax Progressivity and Wealth Inequality: Evidence from Forbes 400. (2021). Toda, Alexis Akira ; Sasaki, Yuya ; Lee, Ji Hyung ; Wang, Yulong.
    In: Papers.
    RePEc:arx:papers:2105.10007.

    Full description at Econpapers || Download paper

87. Closing down the shop: Optimal health and wealth dynamics near the end of life. (2020). Pelgrin, Florian ; Hugonnier, Julien ; st Amour, Pascal ; Stamour, Pascal.
    In: Health Economics.
    RePEc:wly:hlthec:v:29:y:2020:i:2:p:138-153.

    Full description at Econpapers || Download paper

88. International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries. (2020). Phelan, Gregory ; Chen, William.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2020-05.

    Full description at Econpapers || Download paper

89. Dynamic Equity Slope. (2020). Zucchi, Francesca ; Marfe, Roberto ; Colonello, Stefano ; Breugem, Matthijs.
    In: Working Papers.
    RePEc:ven:wpaper:2020:21.

    Full description at Econpapers || Download paper

90. Debt sustainability when r - g smaller than 0: no free lunch after all. (2020). de Vette, Nander ; Olijslagers, Stan ; van Wijnbergen, Sweder.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20200079.

    Full description at Econpapers || Download paper

91. COMMIT TO A CREDIBLE PATH OF RISING CO2 PRICES. (2020). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan ; VAN DERPLOEG, RICK .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20200028.

    Full description at Econpapers || Download paper

92. A Stackelberg Game of Backward Stochastic Differential Equations with Applications. (2020). Shi, Jingtao ; Zheng, Yueyang.
    In: Dynamic Games and Applications.
    RePEc:spr:dyngam:v:10:y:2020:i:4:d:10.1007_s13235-019-00341-z.

    Full description at Econpapers || Download paper

93. Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences. (2020). Douenne, Thomas.
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-396.

    Full description at Econpapers || Download paper

94. Ambiguity, Low Risk-Free Rates and Consumption Inequality. (2020). Young, Eric ; Luo, Yulei ; Nie, Jun.
    In: Economic Journal.
    RePEc:oup:econjl:v:130:y:2020:i:632:p:2649-2679..

    Full description at Econpapers || Download paper

95. The Value of a Cure: An Asset Pricing Perspective. (2020). Acharya, Viral ; Johnson, Timothy ; Zheng, Steven ; Sundaresan, Suresh.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:28127.

    Full description at Econpapers || Download paper

96. Mitigating Disaster Risks to Sustain Growth. (2020). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27066.

    Full description at Econpapers || Download paper

97. The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26974.

    Full description at Econpapers || Download paper

98. Generalized Robustness and Dynamic Pessimism. (2020). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal J.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26970.

    Full description at Econpapers || Download paper

99. Heterogeneity and Asset Prices: A Different Approach. (2020). Panageas, Stavros ; Garleanu, Nicolae B.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26607.

    Full description at Econpapers || Download paper

100. Eliciting Risk Preferences and Elasticity of Substitution. (2020). Steffensen, Mogens ; Burgaard, Johan.
     In: Decision Analysis.
     RePEc:inm:ordeca:v:17:y:4:i:2020:p:314-329.

     Full description at Econpapers || Download paper

101. Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2020). Augeraud-Veron, Emmanuelle ; Schubert, Katheline ; Fabbri, Giorgio.
     In: Working Papers.
     RePEc:hal:wpaper:halshs-03038974.

     Full description at Econpapers || Download paper

102. Disaster risks, disaster strikes, and economic growth: The role of preferences. (2020). Douenne, Thomas.
     In: PSE-Ecole d'économie de Paris (Postprint).
     RePEc:hal:pseptp:halshs-02973075.

     Full description at Econpapers || Download paper

103. Disaster risks, disaster strikes, and economic growth: The role of preferences. (2020). Douenne, Thomas.
     In: Post-Print.
     RePEc:hal:journl:halshs-02973075.

     Full description at Econpapers || Download paper

104. Numerical Algorithms for Reflected Anticipated Backward Stochastic Differential Equations with Two Obstacles and Default Risk. (2020). Korn, Ralf ; Wang, Jingnan.
     In: Risks.
     RePEc:gam:jrisks:v:8:y:2020:i:3:p:72-:d:379252.

     Full description at Econpapers || Download paper

105. Asset pricing with index investing. (2020). Rytchkov, Oleg ; Chabakauri, Georgy.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:118895.

     Full description at Econpapers || Download paper

106. Nonrecursive separation of risk and time preferences. (2020). Steffensen, Mogens ; Jensen, Ninna Reitzel ; Fahrenwaldt, Matthias Albrecht.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:90:y:2020:i:c:p:95-108.

     Full description at Econpapers || Download paper

107. Why do discount rates vary?. (2020). Santosh, Shrihari ; Kozak, Serhiy.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:137:y:2020:i:3:p:740-751.

     Full description at Econpapers || Download paper

108. Long-run versus short-run news and the term structure of equity. (2020). Marfe, Roberto ; Breugem, Matthijs.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306324.

     Full description at Econpapers || Download paper

109. The role of labor-income risk in household risk-taking. (2020). Li, Jian ; Koulovatianos, Christos ; Hubar, Sylwia.
     In: European Economic Review.
     RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301537.

     Full description at Econpapers || Download paper

110. Short-run risk, business cycle, and the value premium. (2020). Leippold, Markus ; He, Yunhao.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301615.

     Full description at Econpapers || Download paper

111. Gain/loss asymmetric stochastic differential utility. (2020). Shigeta, Yuki.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301433.

     Full description at Econpapers || Download paper

112. Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control. (2020). Zhang, Huanjun ; Yan, Zhiguo.
     In: Applied Mathematics and Computation.
     RePEc:eee:apmaco:v:369:y:2020:i:c:s0096300319308343.

     Full description at Econpapers || Download paper

113. Prevention And Mitigation Of Epidemics: Biodiversity Conservation And Confinement Policies. (2020). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle.
     In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
     RePEc:ctl:louvir:2020026.

     Full description at Econpapers || Download paper

114. The Value of a Cure: An Asset Pricing Perspective. (2020). Acharya, Viral ; Zheng, Steven ; Sundaresan, Suresh M ; Johnson, Tim.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:15558.

     Full description at Econpapers || Download paper

115. Debt sustainability when r - g. (2020). van Wijnbergen, Sweder ; Olijslager, Stan ; de Vette, Nander.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:15478.

     Full description at Econpapers || Download paper

116. Debt Sustainability in a Low Interest Rate World. (2020). Sergeyev, Dmitriy ; Mehrotra, Neil.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:15282.

     Full description at Econpapers || Download paper

117. COMMIT TO A CREDIBLE PATH OF RISING CO2 PRICES. (2020). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslager, Stan.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:14795.

     Full description at Econpapers || Download paper

118. Generalized Robustness and Dynamic Pessimism. (2020). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:14592.

     Full description at Econpapers || Download paper

119. Valuation Risk Revalued. (2020). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:14588.

     Full description at Econpapers || Download paper

120. Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2020). Fabbri, Giorgio ; Augeraud-Véron, Emmanuelle ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_8506.

     Full description at Econpapers || Download paper

121. Financial Frictions and the Wealth Distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_8482.

     Full description at Econpapers || Download paper

122. Dynamic Equity Slope. (2020). Marfè, Roberto ; Zucchi, Francesca ; Colonnello, Stefano ; Breugem, Matthijs.
     In: Carlo Alberto Notebooks.
     RePEc:cca:wpaper:626.

     Full description at Econpapers || Download paper

123. Rational Learning and the Term Structures of Value and Growth Risk Premia. (2020). Marfè, Roberto ; Khapko, Mariana ; Hasler, Michael.
     In: Carlo Alberto Notebooks.
     RePEc:cca:wpaper:622.

     Full description at Econpapers || Download paper

124. Lifetime investment and consumption with recursive preferences and small transaction costs. (2020). Seifried, Frank Thomas ; Muhlekarbe, Johannes ; Melnyk, Yaroslav.
     In: Mathematical Finance.
     RePEc:bla:mathfi:v:30:y:2020:i:3:p:1135-1167.

     Full description at Econpapers || Download paper

125. Dynamically consistent alpha‐maxmin expected utility. (2020). Riedel, Frank ; Lin, Qian ; Beissner, Patrick.
     In: Mathematical Finance.
     RePEc:bla:mathfi:v:30:y:2020:i:3:p:1073-1102.

     Full description at Econpapers || Download paper

126. Time‐varying risk of rare disasters, investment, and asset pricing. (2020). Niu, Yingjie ; Liu, BO ; Zou, Zhentao ; Yang, Jinqiang.
     In: The Financial Review.
     RePEc:bla:finrev:v:55:y:2020:i:3:p:503-524.

     Full description at Econpapers || Download paper

127. Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos .
     In: Papers.
     RePEc:arx:papers:2012.01235.

     Full description at Econpapers || Download paper

128. Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , .
     In: Papers.
     RePEc:arx:papers:2006.01802.

     Full description at Econpapers || Download paper

129. Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds. (2020). Buescu, Cristin ; Armstrong, John.
     In: Papers.
     RePEc:arx:papers:2004.01506.

     Full description at Econpapers || Download paper

130. On the parabolic equation for portfolio problems. (2020). Zawisza, Dariusz.
     In: Papers.
     RePEc:arx:papers:2003.13317.

     Full description at Econpapers || Download paper

131. Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua.
     In: Papers.
     RePEc:arx:papers:2003.01783.

     Full description at Econpapers || Download paper

132. Extreme inflation and time-varying consumption growth. (2019). Meinerding, Christoph ; Schlag, Christian ; Dergunov, Ilya .
     In: Discussion Papers.
     RePEc:zbw:bubdps:162019.

     Full description at Econpapers || Download paper

133. Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslagers, Stan.
     In: Tinbergen Institute Discussion Papers.
     RePEc:tin:wpaper:20190030.

     Full description at Econpapers || Download paper

134. Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuno, Galo.
     In: PIER Working Paper Archive.
     RePEc:pen:papers:19-015.

     Full description at Econpapers || Download paper

135. Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:26302.

     Full description at Econpapers || Download paper

136. The Endowment Model and Modern Portfolio Theory. (2019). Wang, Neng ; Dimmock, Stephen ; Yang, Jinqiang.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:25559.

     Full description at Econpapers || Download paper

137. Valuation Risk Revalued. (2019). Throckmorton, Nathaniel ; Richter, Alexander ; de Groot, Oliver ; DeGroot, Oliver .
     In: Working Papers.
     RePEc:liv:livedp:201904.

     Full description at Econpapers || Download paper

138. Informality and Bank Stability. (2019). Mitra, Shalini ; Lui-Evans, Gareth.
     In: Working Papers.
     RePEc:liv:livedp:201903.

     Full description at Econpapers || Download paper

139. Option Prices in a Model with Stochastic Disaster Risk. (2019). Wachter, Jessica A ; Seo, Sang Byung.
     In: Management Science.
     RePEc:inm:ormnsc:v:65:y:2019:i:8:p:3449-3469.

     Full description at Econpapers || Download paper

140. The Value of Biodiversity as an Insurance Device. (2019). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle.
     In: PSE-Ecole d'économie de Paris (Postprint).
     RePEc:hal:pseptp:halshs-02301711.

     Full description at Econpapers || Download paper

141. The Value of Biodiversity as an Insurance Device. (2019). Schubert, Katheline ; Fabbri, Giorgio ; Augeraud-Veron, Emmanuelle.
     In: Post-Print.
     RePEc:hal:journl:halshs-02301711.

     Full description at Econpapers || Download paper

142. Disaster risks, disaster strikes and economic growth: the role of preferences. (2019). Douenne, Thomas.
     In: Working Papers.
     RePEc:fae:wpaper:2019.05.

     Full description at Econpapers || Download paper

143. Climate change risks: pricing and portfolio allocation. (2019). Xepapadeas, Anastasios ; Karydas, Christos.
     In: CER-ETH Economics working paper series.
     RePEc:eth:wpswif:19-327.

     Full description at Econpapers || Download paper

144. Backward stochastic Volterra integral equations—Representation of adapted solutions. (2019). Yong, Jiongmin ; Wang, Tianxiao.
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:129:y:2019:i:12:p:4926-4964.

     Full description at Econpapers || Download paper

145. Time-varying ambiguity, credit spreads, and the levered equity premium. (2019). Shi, Zhan.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:134:y:2019:i:3:p:617-646.

     Full description at Econpapers || Download paper

146. Gold, platinum, and expected stock returns. (2019). Kilic, Mete ; Huang, Darien.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:132:y:2019:i:3:p:50-75.

     Full description at Econpapers || Download paper

147. Should Long-Term Investors Time Volatility?. (2019). Muir, Tyler ; Moreira, Alan.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:131:y:2019:i:3:p:507-527.

     Full description at Econpapers || Download paper

148. Robust consumption and portfolio policies when asset prices can jump. (2019). Ait-Sahalia, Yacine ; Matthys, Felix.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:179:y:2019:i:c:p:1-56.

     Full description at Econpapers || Download paper

149. Suboptimal investment behavior and welfare costs: A simulation based approach. (2019). Reus, Lorenzo ; Castaeda, Pablo .
     In: Finance Research Letters.
     RePEc:eee:finlet:v:30:y:2019:i:c:p:170-180.

     Full description at Econpapers || Download paper

150. Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon. (2019). Garcia, Rene ; Campani, Carlos Heitor.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:48:y:2019:i:c:p:364-384.

     Full description at Econpapers || Download paper

151. Consumption-portfolio choice with preferences for cash. (2019). Kraft, Holger ; Weiss, Farina.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:98:y:2019:i:c:p:40-59.

     Full description at Econpapers || Download paper

152. Financial Frictions and the Wealth Distribution. (2019). Fernandez-Villaverde, Jesus ; Nuo, Galo ; Hurtado, Samuel.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:14002.

     Full description at Econpapers || Download paper

153. Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslager, Stan.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:13708.

     Full description at Econpapers || Download paper

154. Latency and Liquidity Risk. (2019). , Leandro ; Jaimungal, Sebastian ; 'Alvaro Cartea, .
     In: Papers.
     RePEc:arx:papers:1908.03281.

     Full description at Econpapers || Download paper

155. A class of recursive optimal stopping problems with applications to stock trading. (2019). de Angelis, Tiziano ; Colaneri, Katia.
     In: Papers.
     RePEc:arx:papers:1905.02650.

     Full description at Econpapers || Download paper

156. Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua.
     In: Papers.
     RePEc:arx:papers:1903.08782.

     Full description at Econpapers || Download paper

157. Optimal Regulation of Financial Intermediaries. (2019). di Tella, Sebastian.
     In: American Economic Review.
     RePEc:aea:aecrev:v:109:y:2019:i:1:p:271-313.

     Full description at Econpapers || Download paper

158. Near-Optimal Control of Stochastic Recursive Systems Via Viscosity Solution. (2018). Zhou, Qing ; Zhang, Liangquan.
     In: Journal of Optimization Theory and Applications.
     RePEc:spr:joptap:v:178:y:2018:i:2:d:10.1007_s10957-018-1300-y.

     Full description at Econpapers || Download paper

159. Maximum Principle for Markov Regime-Switching Forward–Backward Stochastic Control System with Jumps and Relation to Dynamic Programming. (2018). Zhang, Xin ; Guo, Junyi ; Sun, Zhongyang.
     In: Journal of Optimization Theory and Applications.
     RePEc:spr:joptap:v:176:y:2018:i:2:d:10.1007_s10957-017-1068-5.

     Full description at Econpapers || Download paper

160. Dynamically consistent investment under model uncertainty: the robust forward criteria. (2018). Zariphopoulou, Thaleia ; Oboj, Jan ; Kallblad, Sigrid.
     In: Finance and Stochastics.
     RePEc:spr:finsto:v:22:y:2018:i:4:d:10.1007_s00780-018-0368-4.

     Full description at Econpapers || Download paper

161. The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time. (2018). Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Beissner, Patrick.
     In: Rationality and Competition Discussion Paper Series.
     RePEc:rco:dpaper:72.

     Full description at Econpapers || Download paper

162. Intertemporal Consumption with Risk: A Revealed Preference Analysis. (2018). Quah, John ; Zhong, Songfa ; Miao, Bin ; Lanier, Joshua.
     In: MPRA Paper.
     RePEc:pra:mprapa:86263.

     Full description at Econpapers || Download paper

163. Intertemporal Consumption with Risk: A Revealed Preference Analysis. (2018). Zhong, Songfa ; Quah, John ; Miao, Bin ; Lanier, Joshua.
     In: MPRA Paper.
     RePEc:pra:mprapa:101407.

     Full description at Econpapers || Download paper

164. Financing Asset Sales and Business Cycles*. (2018). Puhan, Tatjana Xenia ; Hackbarth, Dirk ; Arnold, Marc.
     In: Review of Finance.
     RePEc:oup:revfin:v:22:y:2018:i:1:p:243-277..

     Full description at Econpapers || Download paper

165. Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:25317.

     Full description at Econpapers || Download paper

166. The Macroeconomic Announcement Premium. (2018). Wachter, Jessica ; Zhu, Yicheng.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:24432.

     Full description at Econpapers || Download paper

167. Stochastic accumulation of human capital and welfare in the Uzawa–Lucas model: an analytical characterization. (2018). Tsuboi, Mizuki.
     In: Journal of Economics.
     RePEc:kap:jeczfn:v:125:y:2018:i:3:d:10.1007_s00712-018-0604-6.

     Full description at Econpapers || Download paper

168. Optimal Stopping Under Uncertainty in Drift and Jump Intensity. (2018). Laeven, Roger ; Ladkau, Marcel ; Kratschmer, Volker ; Stadje, Mitja ; John , .
     In: Mathematics of Operations Research.
     RePEc:inm:ormoor:v:43:y:2018:i:4:p:1177-1209.

     Full description at Econpapers || Download paper

169. Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching. (2018). Dai, Min ; Chen, Xinfu ; Cai, Jiatu .
     In: Management Science.
     RePEc:inm:ormnsc:v:64:y:2018:i:5:p:2308-2324.

     Full description at Econpapers || Download paper

170. Mean-Field Type Games between Two Players Driven by Backward Stochastic Differential Equations. (2018). Aurell, Alexander.
     In: Games.
     RePEc:gam:jgames:v:9:y:2018:i:4:p:88-:d:179975.

     Full description at Econpapers || Download paper

171. Preventing Controversial Catastrophes. (2018). Osambela, Emilio ; Hollifield, Burton ; Baker, Steven D.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2018-52.

     Full description at Econpapers || Download paper

172. Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities. (2018). Bensoussan, Alain ; Phillip, Sheung Chi.
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:128:y:2018:i:2:p:644-688.

     Full description at Econpapers || Download paper

173. Risk, uncertainty, and the dynamics of inequality. (2018). Kasa, Kenneth ; Lei, Xiaowen .
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:94:y:2018:i:c:p:60-78.

     Full description at Econpapers || Download paper

174. On aggregation and representative agent equilibria. (2018). Jarrow, Robert ; Larsson, Martin.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:74:y:2018:i:c:p:119-127.

     Full description at Econpapers || Download paper

175. Pricing long-lived securities in dynamic endowment economies. (2018). Tsai, Jerry ; Wachter, Jessica A.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:177:y:2018:i:c:p:848-878.

     Full description at Econpapers || Download paper

176. Equilibrium commodity prices with irreversible investment and non-linear technologies. (2018). Casassus, Jaime ; Routledge, Bryan R ; Collin-Dufresne, Pierre.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:95:y:2018:i:c:p:128-147.

     Full description at Econpapers || Download paper

177. Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

     Full description at Econpapers || Download paper

178. Continuous-time smooth ambiguity preferences. (2018). Suzuki, Masataka .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:90:y:2018:i:c:p:30-44.

     Full description at Econpapers || Download paper

179. Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_7391.

     Full description at Econpapers || Download paper

180. IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION. (2017). Cartea, Alvaro ; Jaimungal, Sebastian.
     In: International Journal of Theoretical and Applied Finance (IJTAF).
     RePEc:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500443.

     Full description at Econpapers || Download paper

181. OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY. (2017). Faidi, Wahid ; Mnif, Mohamed ; Matoussi, Anis.
     In: International Journal of Theoretical and Applied Finance (IJTAF).
     RePEc:wsi:ijtafx:v:20:y:2017:i:03:n:s0219024917500157.

     Full description at Econpapers || Download paper

182. Information Aversion. (2017). Andries, Marianne ; Haddad, Valentin.
     In: TSE Working Papers.
     RePEc:tse:wpaper:28621.

     Full description at Econpapers || Download paper

183. A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications. (2017). Momeya, Romuald Herve ; Menoukeu-Pamen, Olivier.
     In: Mathematical Methods of Operations Research.
     RePEc:spr:mathme:v:85:y:2017:i:3:d:10.1007_s00186-017-0574-4.

     Full description at Econpapers || Download paper

184. Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information. (2017). Pamen, Olivier Menoukeu.
     In: Journal of Optimization Theory and Applications.
     RePEc:spr:joptap:v:175:y:2017:i:2:d:10.1007_s10957-017-1144-x.

     Full description at Econpapers || Download paper

185. On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation. (2017). Stadje, M ; Pistorius, M ; Madan, D.
     In: Finance and Stochastics.
     RePEc:spr:finsto:v:21:y:2017:i:4:d:10.1007_s00780-017-0339-1.

     Full description at Econpapers || Download paper

186. Optimal consumption and investment with Epstein–Zin recursive utility. (2017). Seifried, Frank Thomas ; Kraft, Holger ; Seiferling, Thomas .
     In: Finance and Stochastics.
     RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0316-0.

     Full description at Econpapers || Download paper

187. Consumption–investment optimization with Epstein–Zin utility in incomplete markets. (2017). Xing, Hao.
     In: Finance and Stochastics.
     RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0297-z.

     Full description at Econpapers || Download paper

188. Risk, Uncertainty, and the Dynamics of Inequality. (2017). Lei, Xiaowen ; Kasa, Kenneth.
     In: Discussion Papers.
     RePEc:sfu:sfudps:dp17-06.

     Full description at Econpapers || Download paper

189. Deflation, Sticky Leverage and Asset Prices. (2017). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
     In: 2017 Meeting Papers.
     RePEc:red:sed017:796.

     Full description at Econpapers || Download paper

190. Labor Rigidity and the Dynamics of the Value Premium. (2017). Marfè, Roberto ; Marfe, Roberto.
     In: 2017 Meeting Papers.
     RePEc:red:sed017:466.

     Full description at Econpapers || Download paper

191. Asset Prices and Wealth Inequality. (2017). Gomez, Matthieu.
     In: 2017 Meeting Papers.
     RePEc:red:sed017:1155.

     Full description at Econpapers || Download paper

192. Information Aversion. (2017). Andries, Marianne ; Haddad, Valentin.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:23958.

     Full description at Econpapers || Download paper

193. The Value of Biodiversity as an Insurance Device. (2017). Schubert, Katheline ; Fabbri, Giorgio ; Augeraud-Véron, Emmanuelle ; Augeraud-Veron, Emmanuelle.
     In: Working Papers.
     RePEc:hal:wpaper:halshs-01493965.

     Full description at Econpapers || Download paper

194. Representation and converse comparison theorems for multidimensional BSDEs. (2017). Liu, Haodong ; Yang, Shuzhen.
     In: Statistics & Probability Letters.
     RePEc:eee:stapro:v:127:y:2017:i:c:p:67-74.

     Full description at Econpapers || Download paper

195. Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion. (2017). Hu, Mingshang ; Ji, Shaolin.
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:127:y:2017:i:1:p:107-134.

     Full description at Econpapers || Download paper

196. Momentum in strategic asset allocation. (2017). Wu, Hui ; Yue, Shengjie ; Ma, Chaoqun.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:47:y:2017:i:c:p:115-127.

     Full description at Econpapers || Download paper

197. Growth effects of annuities and government transfers in perpetual youth models. (2017). Toda, Alexis Akira ; Miyoshi, Yoshiyuki .
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:72:y:2017:i:c:p:1-6.

     Full description at Econpapers || Download paper

198. Disaster risk and asset returns: An international perspective. (2017). Liu, Edith ; Lewis, Karen K.
     In: Journal of International Economics.
     RePEc:eee:inecon:v:108:y:2017:i:s1:p:s42-s58.

     Full description at Econpapers || Download paper

199. Empirical evidence of news about future prospects in the risk-pricing of oil assets. (2017). Kakeu, Johnson ; Bouaddi, Mohammed .
     In: Energy Economics.
     RePEc:eee:eneeco:v:64:y:2017:i:c:p:458-468.

     Full description at Econpapers || Download paper

200. Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:61:y:2017:i:c:p:113-125.

     Full description at Econpapers || Download paper

201. Volatility risk and economic welfare. (2017). Xu, Shaofeng.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

     Full description at Econpapers || Download paper

202. Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar .
     In: Papers.
     RePEc:arx:papers:1705.03929.

     Full description at Econpapers || Download paper

203. A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max.
     In: Papers.
     RePEc:arx:papers:1612.01302.

     Full description at Econpapers || Download paper

204. .

     Full description at Econpapers || Download paper

205. .

     Full description at Econpapers || Download paper

206. .

     Full description at Econpapers || Download paper

207. PORTFOLIO OPTIMIZATION UNDER NONLINEAR UTILITY. (2016). Heyne, Gregor ; Tangpi, Ludovic ; Kupper, Michael.
     In: International Journal of Theoretical and Applied Finance (IJTAF).
     RePEc:wsi:ijtafx:v:19:y:2016:i:05:n:s0219024916500291.

     Full description at Econpapers || Download paper

208. Consumption optimization for recursive utility in a jump-diffusion model. (2016). Antonelli, Fabio ; Mancini, Carlo .
     In: Decisions in Economics and Finance.
     RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0177-1.

     Full description at Econpapers || Download paper

209. Do Rare Events Explain CDX Tranche Spreads?. (2016). Wachter, Jessica ; Seo, Sang Byung .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:22723.

     Full description at Econpapers || Download paper

210. Volatility Managed Portfolios. (2016). Moreira, Alan ; Muir, Tyler.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:22208.

     Full description at Econpapers || Download paper

211. Exhaustibility and Risk as Asset Class Dimensions: A Social Investor Approach to Capital-Resource Economies. (2016). Kakeu, Johnson.
     In: Environmental & Resource Economics.
     RePEc:kap:enreec:v:65:y:2016:i:4:d:10.1007_s10640-015-9917-x.

     Full description at Econpapers || Download paper

212. A representative agent asset pricing model with heterogeneous beliefs and recursive utility. (2016). Suzuki, Masataka .
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:45:y:2016:i:c:p:298-315.

     Full description at Econpapers || Download paper

213. Conditional preference orders and their numerical representations. (2016). Drapeau, Samuel ; Jamneshan, Asgar .
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:63:y:2016:i:c:p:106-118.

     Full description at Econpapers || Download paper

214. Disagreement, speculation, and aggregate investment. (2016). Baker, Steven D ; Osambela, Emilio ; Hollifield, Burton.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:119:y:2016:i:1:p:210-225.

     Full description at Econpapers || Download paper

215. Optimal consumption and savings with stochastic income and recursive utility. (2016). Yang, Jinqiang ; Wang, Neng.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:165:y:2016:i:c:p:292-331.

     Full description at Econpapers || Download paper

216. Nonlinear reserving in life insurance: Aggregation and mean-field approximation. (2016). Djehiche, Boualem ; Lofdahl, Bjorn .
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:69:y:2016:i:c:p:1-13.

     Full description at Econpapers || Download paper

217. Dynamic consumption and portfolio choice with permanent learning. (2016). Lee, Hyun-Tak .
     In: Finance Research Letters.
     RePEc:eee:finlet:v:19:y:2016:i:c:p:112-118.

     Full description at Econpapers || Download paper

218. The Elephant In The Ground: Managing Oil And Sovereign Wealth. (2016). Wills, Samuel ; van der Ploeg, Frederick (Rick) ; van den Bremer, Ton .
     In: European Economic Review.
     RePEc:eee:eecrev:v:82:y:2016:i:c:p:113-131.

     Full description at Econpapers || Download paper

219. Interpreting volatility shocks as preference shocks. (2016). Xu, Shaofeng.
     In: Economics Letters.
     RePEc:eee:ecolet:v:149:y:2016:i:c:p:135-140.

     Full description at Econpapers || Download paper

220. Gradual Adjustment and Equilibrium Uniqueness under Noisy Monitoring. (2016). Iijima, Ryota ; Kasahara, Akitada.
     In: ISER Discussion Paper.
     RePEc:dpr:wpaper:0965.

     Full description at Econpapers || Download paper

221. Labor Rigidity, Ination Risk and Bond Returns. (2016). Marfè, Roberto ; Marfe, Roberto.
     In: Carlo Alberto Notebooks.
     RePEc:cca:wpaper:461.

     Full description at Econpapers || Download paper

222. Labor Rigidity and the Dynamics of the Value Premium. (2016). Marfè, Roberto ; Marfe, Roberto.
     In: Carlo Alberto Notebooks.
     RePEc:cca:wpaper:460.

     Full description at Econpapers || Download paper

223. Comparative statics under κ-ambiguity for log-Brownian asset prices. (2016). Tian, Dejian .
     In: International Journal of Economic Theory.
     RePEc:bla:ijethy:v:12:y:2016:i:4:p:361-378.

     Full description at Econpapers || Download paper

224. Convex duality for stochastic differential utility. (2016). Matoussi, Anis ; Xing, Hao.
     In: Papers.
     RePEc:arx:papers:1601.03562.

     Full description at Econpapers || Download paper

225. A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations. (2016). Hyndman, Cody Blaine ; Ngou, Polynice Oyono .
     In: Papers.
     RePEc:arx:papers:1410.8595.

     Full description at Econpapers || Download paper

226. Conditional Preference Orders and their Numerical Representations. (2016). Jamneshan, Asgar ; Drapeau, Samuel.
     In: Papers.
     RePEc:arx:papers:1410.5466.

     Full description at Econpapers || Download paper

227. Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach. (2015). Pamen, Olivier Menoukeu.
     In: Journal of Optimization Theory and Applications.
     RePEc:spr:joptap:v:167:y:2015:i:3:d:10.1007_s10957-013-0484-4.

     Full description at Econpapers || Download paper

228. Dynamic choice with constant source-dependent relative risk aversion. (2015). Skiadas, Costis .
     In: Economic Theory.
     RePEc:spr:joecth:v:60:y:2015:i:3:p:393-422.

     Full description at Econpapers || Download paper

229. Misspecified Recovery. (2015). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav.
     In: Working Papers.
     RePEc:pri:metric:063_2014.

     Full description at Econpapers || Download paper

230. Model Uncertainty, the Spirit of Capitalism and Asset Pricing. (2015). Wang, Gaowang.
     In: MPRA Paper.
     RePEc:pra:mprapa:62421.

     Full description at Econpapers || Download paper

231. Learning about Rare Disasters: Implications For Consumption and Asset Prices. (2015). Pakos, Michal ; Kejak, Michal ; Gillman, Max.
     In: Review of Finance.
     RePEc:oup:revfin:v:19:y:2015:i:3:p:1053-1104..

     Full description at Econpapers || Download paper

232. Equilibrium Predictability, Term Structure of Equity Premia, and Other Return Characteristics. (2015). Hore, Satadru .
     In: Review of Finance.
     RePEc:oup:revfin:v:19:y:2015:i:1:p:423-466..

     Full description at Econpapers || Download paper

233. In Search of Ideas: Technological Innovation and Executive Pay Inequality. (2015). Papanikolaou, Dimitris ; Frydman, Carola.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:21795.

     Full description at Econpapers || Download paper

234. Macroeconomic Volatilities and Long-Run Risks of Asset Prices. (2015). Zhou, Guofu ; Zhu, Yingzi.
     In: Management Science.
     RePEc:inm:ormnsc:v:61:y:2015:i:2:p:413-430.

     Full description at Econpapers || Download paper

235. The Life Cycle Model with Recursive Utility: New insights on optimal consumption. (2015). Aase, Knut.
     In: Discussion Papers.
     RePEc:hhs:nhhfms:2014_019.

     Full description at Econpapers || Download paper

236. Heterogeneity and limited stock market Participation. (2015). Aase, Knut.
     In: Discussion Papers.
     RePEc:hhs:nhhfms:2014_005.

     Full description at Econpapers || Download paper

237. Recursive utility using the stochastic maximum principle. (2015). Aase, Knut.
     In: Discussion Papers.
     RePEc:hhs:nhhfms:2014_003.

     Full description at Econpapers || Download paper

238. Cross-Sectional Factor Dynamics and Momentum Returns. (2015). Hore, Satadru ; Avramov, Doron.
     In: Supervisory Research and Analysis Working Papers.
     RePEc:fip:fedbqu:rpa15-2.

     Full description at Econpapers || Download paper

239. Comparison theorems for some backward stochastic Volterra integral equations. (2015). Yong, Jiongmin ; Wang, Tianxiao .
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:125:y:2015:i:5:p:1756-1798.

     Full description at Econpapers || Download paper

240. Generalized risk premia. (2015). Schneider, Paul.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:116:y:2015:i:3:p:487-504.

     Full description at Econpapers || Download paper

241. Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility. (2015). Kim, Hwagyun ; Jeong, Daehee ; Park, Joon Y..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:115:y:2015:i:2:p:361-382.

     Full description at Econpapers || Download paper

242. Personal finance and life insurance under separation of risk aversion and elasticity of substitution. (2015). Jensen, N. R. ; Steffensen, M..
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:62:y:2015:i:c:p:28-41.

     Full description at Econpapers || Download paper

243. Labor Rigidity and the Dynamics of the Value Premium. (2015). Marfè, Roberto.
     In: Carlo Alberto Notebooks.
     RePEc:cca:wpaper:429.

     Full description at Econpapers || Download paper

244. Corporate Fraction and the Equilibrium Term-Structure of Equity Risk. (2015). Marfè, Roberto.
     In: Carlo Alberto Notebooks.
     RePEc:cca:wpaper:409.

     Full description at Econpapers || Download paper

245. Optimal control of predictive mean-field equations and applications to finance. (2015). Oksendal, Bernt ; Sulem, Agnes.
     In: Papers.
     RePEc:arx:papers:1505.04921.

     Full description at Econpapers || Download paper

246. Indifference Pricing and Hedging in a Multiple-Priors Model with Trading Constraints. (2015). Liang, Gechun ; Yang, Zhou.
     In: Papers.
     RePEc:arx:papers:1503.08969.

     Full description at Econpapers || Download paper

247. Consumption investment optimization with Epstein-Zin utility in incomplete markets. (2015). Xing, Hao.
     In: Papers.
     RePEc:arx:papers:1501.04747.

     Full description at Econpapers || Download paper

248. Misspecified Recovery. (2015). Scheinkman, Jose ; Hansen, Lars ; Borovivcka, Jaroslav ; Jos'e A. Scheinkman, .
     In: Papers.
     RePEc:arx:papers:1412.0042.

     Full description at Econpapers || Download paper

249. Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086). (2014). Pelsser, Antoon ; Stadje, M A.
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:0841e78f-a73b-42c1-b7d4-068244534500.

     Full description at Econpapers || Download paper

250. Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086). (2014). Stadje, Mitja ; Pelsser, Antoon.
     In: Discussion Paper.
     RePEc:tiu:tiucen:0841e78f-a73b-42c1-b7d4-068244534500.

     Full description at Econpapers || Download paper

251. Partially Observed Time-Inconsistency Recursive Optimization Problem and Application. (2014). Wu, Zhen ; Wang, Haiyang.
     In: Journal of Optimization Theory and Applications.
     RePEc:spr:joptap:v:161:y:2014:i:2:d:10.1007_s10957-013-0326-4.

     Full description at Econpapers || Download paper

252. Portfolio Selection: A Review. (2014). Detemple, Jerome ; De Temple, Jerome.
     In: Journal of Optimization Theory and Applications.
     RePEc:spr:joptap:v:161:y:2014:i:1:d:10.1007_s10957-012-0208-1.

     Full description at Econpapers || Download paper

253. A Model of Monetary Policy and Risk Premia. (2014). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:20141.

     Full description at Econpapers || Download paper

254. Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Wachter, Jessica ; Tsai, Jerry.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:20062.

     Full description at Econpapers || Download paper

255. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies. (2014). Cosimano, Thomas ; Chen, YU ; Kelly, Peter ; Himonas, Alex .
     In: Computational Economics.
     RePEc:kap:compec:v:44:y:2014:i:4:p:397-443.

     Full description at Econpapers || Download paper

256. Hidden persistent disasters and asset prices. (2014). Suzuki, Masataka.
     In: Annals of Finance.
     RePEc:kap:annfin:v:10:y:2014:i:3:p:395-418.

     Full description at Econpapers || Download paper

257. Robust Portfolio Choice and Indifference Valuation. (2014). Laeven, Roger ; Stadje, Mitja.
     In: Mathematics of Operations Research.
     RePEc:inm:ormoor:v:39:y:2014:i:4:p:1109-1141.

     Full description at Econpapers || Download paper

258. Portfolio Choice with Illiquid Assets. (2014). Westerfield, Mark ; Papanikolaou, Dimitris ; Ang, Andrew.
     In: Management Science.
     RePEc:inm:ormnsc:v:60:y:2014:i:11:p:2737-2761.

     Full description at Econpapers || Download paper

259. Recursive utility and jump-diffusions. (2014). Aase, Knut.
     In: Discussion Papers.
     RePEc:hhs:nhhfms:2014_009.

     Full description at Econpapers || Download paper

260. Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models. (2014). Richter, Anja .
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:124:y:2014:i:11:p:3578-3611.

     Full description at Econpapers || Download paper

261. Ambiguous volatility, possibility and utility in continuous time. (2014). Epstein, Larry ; Ji, Shaolin.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:50:y:2014:i:c:p:269-282.

     Full description at Econpapers || Download paper

262. Composition of wealth, conditioning information, and the cross-section of stock returns. (2014). Roussanov, Nikolai.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:111:y:2014:i:2:p:352-380.

     Full description at Econpapers || Download paper

263. Incomplete market dynamics and cross-sectional distributions. (2014). Toda, Alexis Akira.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:154:y:2014:i:c:p:310-348.

     Full description at Econpapers || Download paper

264. Stochastic differential utility as the continuous-time limit of recursive utility. (2014). Kraft, Holger ; Seifried, Frank Thomas.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:151:y:2014:i:c:p:528-550.

     Full description at Econpapers || Download paper

265. TIME-CONSISTENT AND MARKET-CONSISTENT EVALUATIONS. (2014). Pelsser, Antoon ; Stadje, Mitja.
     In: Mathematical Finance.
     RePEc:bla:mathfi:v:24:y:2014:i:1:p:25-65.

     Full description at Econpapers || Download paper

266. Optimal investment for all time horizons and Martin boundary of space-time diffusions. (2014). Tehranchi, Michael ; Nadtochiy, Sergey.
     In: Papers.
     RePEc:arx:papers:1308.2254.

     Full description at Econpapers || Download paper

267. Stochastic Dynamic Model on the Consumption – Saving Decision for Adjusting Products and Services Supply According with Consumers` Attainability. (2014). Prelipcean, Gabriela ; Boscoianu, Mircea .
     In: The AMFITEATRU ECONOMIC journal.
     RePEc:aes:amfeco:v:1:y:2014:i:35:p:201.

     Full description at Econpapers || Download paper

268. Optimal decision under ambiguity for diffusion processes. (2013). Christensen, Soren.
     In: Mathematical Methods of Operations Research.
     RePEc:spr:mathme:v:77:y:2013:i:2:p:207-226.

     Full description at Econpapers || Download paper

269. Consumption-portfolio optimization with recursive utility in incomplete markets. (2013). Steffensen, Mogens ; Kraft, Holger ; Seifried, Frank .
     In: Finance and Stochastics.
     RePEc:spr:finsto:v:17:y:2013:i:1:p:161-196.

     Full description at Econpapers || Download paper

270. An optimal insurance design problem under Knightian uncertainty. (2013). Bernard, Carole ; Tian, Weidong ; Ji, Shaolin.
     In: Decisions in Economics and Finance.
     RePEc:spr:decfin:v:36:y:2013:i:2:p:99-124.

     Full description at Econpapers || Download paper

271. Stochastic Compounding and Uncertain Valuation. (2013). Scheinkman, Jose ; Hansen, Lars.
     In: Working Papers.
     RePEc:pri:metric:wp051_2013_hansen_scheinkman_stochastic-compounding-and-uncertain-valuati.

     Full description at Econpapers || Download paper

272. Health and (Other) Asset Holdings. (2013). Pelgrin, Florian ; Hugonnier, Julien.
     In: Review of Economic Studies.
     RePEc:oup:restud:v:80:y:2013:i:2:p:663-710.

     Full description at Econpapers || Download paper

273. Option Prices in a Model with Stochastic Disaster Risk. (2013). Wachter, Jessica ; Seo, Sang Byung .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:19611.

     Full description at Econpapers || Download paper

274. Winners and Losers: Creative Destruction and the Stock Market. (2013). Papanikolaou, Dimitris ; Kogan, Leonid ; Stoffman, Noah .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:18671.

     Full description at Econpapers || Download paper

275. Ambiguity in asset pricing and portfolio choice: a review of the literature. (2013). Guidolin, Massimo ; Rinaldi, Francesca.
     In: Theory and Decision.
     RePEc:kap:theord:v:74:y:2013:i:2:p:183-217.

     Full description at Econpapers || Download paper

276. Robust Portfolio Control with Stochastic Factor Dynamics. (2013). Glasserman, Paul ; Xu, Xingbo .
     In: Operations Research.
     RePEc:inm:oropre:v:61:y:2013:i:4:p:874-893.

     Full description at Econpapers || Download paper

277. An Exact Connection between two Solvable SDEs and a Nonlinear Utility Stochastic PDE. (2013). Mrad, Mohamed ; el Karoui, Nicole.
     In: Post-Print.
     RePEc:hal:journl:hal-00477381.

     Full description at Econpapers || Download paper

278. General equilibrium pricing of currency and currency options. (2013). Du, Du.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:110:y:2013:i:3:p:730-751.

     Full description at Econpapers || Download paper

279. Growth options, macroeconomic conditions, and the cross section of credit risk. (2013). Wagner, Alexander ; Arnold, Marc ; Westermann, Ramona .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:107:y:2013:i:2:p:350-385.

     Full description at Econpapers || Download paper

280. Growth to value: Option exercise and the cross section of equity returns. (2013). Ai, Hengjie ; Kiku, Dana .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:107:y:2013:i:2:p:325-349.

     Full description at Econpapers || Download paper

281. Long-run risk and hidden growth persistence. (2013). Pakoš, Michal ; Pakos, Michal.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:9:p:1911-1928.

     Full description at Econpapers || Download paper

282. Concentrated Ownership and Equilibrium Asset Prices. (2012). Haddad, Valentin.
     In: 2012 Meeting Papers.
     RePEc:red:sed012:902.

     Full description at Econpapers || Download paper

283. Lp solutions of reflected BSDEs under monotonicity condition. (2012). Rozkosz, Andrzej ; Somiski, Leszek .
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:122:y:2012:i:12:p:3875-3900.

     Full description at Econpapers || Download paper

284. A unified model of entrepreneurship dynamics. (2012). Wang, Neng ; Yang, Jinqiang.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:106:y:2012:i:1:p:1-23.

     Full description at Econpapers || Download paper

285. Optimal portfolio‐consumption choice under stochastic inflation with nominal and indexed bonds. (2011). Hung, Maowei ; Han, Nanwei ; Chou, Yingyin.
     In: Applied Stochastic Models in Business and Industry.
     RePEc:wly:apsmbi:v:27:y:2011:i:6:p:691-706.

     Full description at Econpapers || Download paper

286. Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities. (2011). .
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:18:y:2011:i:2:p:131-150.

     Full description at Econpapers || Download paper

287. Explaining asset pricing puzzles associated with the 1987 market crash. (2011). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:101:y:2011:i:3:p:552-573.

     Full description at Econpapers || Download paper

288. Robustness and ambiguity in continuous time. (2011). Sargent, Thomas ; Hansen, Lars ; ThomasJ. Sargent, .
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:146:y:2011:i:3:p:1195-1223.

     Full description at Econpapers || Download paper

289. Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available. (2011). Roche, Herve .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:35:y:2011:i:1:p:80-96.

     Full description at Econpapers || Download paper

290. Continuous time one-dimensional asset-pricing models with analytic price–dividend functions. (2010). Cosimano, Thomas ; Chen, YU ; Himonas, Alex .
     In: Economic Theory.
     RePEc:spr:joecth:v:42:y:2010:i:3:p:461-503.

     Full description at Econpapers || Download paper

291. Representation of the penalty term of dynamic concave utilities. (2010). Peng, Shige ; Delbaen, Freddy ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela .
     In: Finance and Stochastics.
     RePEc:spr:finsto:v:14:y:2010:i:3:p:449-472.

     Full description at Econpapers || Download paper

292. Asset Pricing - A Brief Review. (2010). Li, Minqiang.
     In: MPRA Paper.
     RePEc:pra:mprapa:22379.

     Full description at Econpapers || Download paper

293. Ambiguity and Asset Markets. (2010). Schneider, Martin ; Epstein, Larry ; Larry G. Epstein, Martin Schneider, .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:16181.

     Full description at Econpapers || Download paper

294. Robust consumption and portfolio choice for time varying investment opportunities. (2010). .
     In: Annals of Finance.
     RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454.

     Full description at Econpapers || Download paper

295. Asset pricing with heterogeneous investors and portfolio constraints. (2010). Chabakauri, Georgy .
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:43142.

     Full description at Econpapers || Download paper

296. Switching problem and related system of reflected backward SDEs. (2010). Zhang, Jianfeng ; Hamadene, Said .
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:120:y:2010:i:4:p:403-426.

     Full description at Econpapers || Download paper

297. Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach. (2010). Stadje, Mitja.
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:47:y:2010:i:3:p:391-404.

     Full description at Econpapers || Download paper

298. Optimal premium policy of an insurance firm: Full and partial information. (2010). Wang, Guangchen ; Wu, Zhen ; Huang, Jianhui .
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:47:y:2010:i:2:p:208-215.

     Full description at Econpapers || Download paper

299. Results from COMPASS RICH-1. (2010). Riedel, Frank ; Beiner, Patrick ; Lin, Qian.
     In: Center for Mathematical Economics Working Papers.
     RePEc:bie:wpaper:535.

     Full description at Econpapers || Download paper

300. Optimal Stopping under Ambiguity in Continuous Time. (2010). Riedel, Frank.
     In: Center for Mathematical Economics Working Papers.
     RePEc:bie:wpaper:429.

     Full description at Econpapers || Download paper

301. Bayesian Portfolio Analysis. (2010). Zhou, Guofu ; Avramov, Doron.
     In: Annual Review of Financial Economics.
     RePEc:anr:refeco:v:2:y:2010:p:25-47.

     Full description at Econpapers || Download paper

302. The Bond Risk Premium and the Cross-Section of Equity Returns. (2009). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph.
     In: 2009 Meeting Papers.
     RePEc:red:sed009:12.

     Full description at Econpapers || Download paper

303. Risk Price Dynamics. (2009). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Hendricks, Mark ; Borovicka, Jaroslav.
     In: Working Papers.
     RePEc:pri:metric:wp033_2012_hansen_borovicka_hendricks_scheinkman_risk%20price%20dynamics..

     Full description at Econpapers || Download paper

304. The Economic and Policy Consequences of Catastrophes. (2009). Wang, Neng ; Pindyck, Robert.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15373.

     Full description at Econpapers || Download paper

305. Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru.
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263.

     Full description at Econpapers || Download paper

306. Revisiting the supply side effects of government spending. (2009). Panousi, Vasia ; Angeletos, George-Marios.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:56:y:2009:i:2:p:137-153.

     Full description at Econpapers || Download paper

307. Welfare cost of inflation in a stochastic balanced growth model. (2009). Kenc, Turalay ; Dibooglu, Selahattin.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:26:y:2009:i:3:p:650-658.

     Full description at Econpapers || Download paper

308. Ambiguity, Risk and Portfolio Choice under Incomplete Information. (2009). Miao, Jianjun.
     In: Annals of Economics and Finance.
     RePEc:cuf:journl:y:2009:v:10:i:2:p:257-279.

     Full description at Econpapers || Download paper

309. Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien.
     In: Swiss Finance Institute Research Paper Series.
     RePEc:chf:rpseri:rp0918.

     Full description at Econpapers || Download paper

310. Market conditions, default risk and credit spreads. (2008). yan, hong ; Tang, Dragon Yongjun.
     In: Discussion Paper Series 2: Banking and Financial Studies.
     RePEc:zbw:bubdp2:7318.

     Full description at Econpapers || Download paper

311. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?. (2008). Wachter, Jessica.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:14386.

     Full description at Econpapers || Download paper

312. The Wealth-Consumption Ratio. (2008). Verdelhan, Adrien ; Van Nieuwerburgh, Stijn ; Lustig, Hanno.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:13896.

     Full description at Econpapers || Download paper

313. Term Structure of Interest Rates Under Recursive Preferences in Continuous Time. (2008). .
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:15:y:2008:i:3:p:273-305.

     Full description at Econpapers || Download paper

314. Natural Selection in Financial Markets: Does It Work?. (2008). Yan, Hongjun.
     In: Management Science.
     RePEc:inm:ormnsc:v:54:y:2008:i:11:p:1935-1950.

     Full description at Econpapers || Download paper

315. The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences. (2008). Isaenko, Sergei.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:48:y:2008:i:3:p:457-481.

     Full description at Econpapers || Download paper

316. Multifrequency jump-diffusions: An equilibrium approach. (2008). Fisher, Adlai ; Calvet, Laurent.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:44:y:2008:i:2:p:207-226.

     Full description at Econpapers || Download paper

317. AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS. (2008). Eraker, Bjorn ; Shaliastovich, Ivan.
     In: Mathematical Finance.
     RePEc:bla:mathfi:v:18:y:2008:i:4:p:519-543.

     Full description at Econpapers || Download paper

318. VALUATIONS AND DYNAMIC CONVEX RISK MEASURES. (2008). Rogers, Leonard ; Jobert, A. ; L. C. G. Rogers, .
     In: Mathematical Finance.
     RePEc:bla:mathfi:v:18:y:2008:i:1:p:1-22.

     Full description at Econpapers || Download paper

319. Dynamic consumption and asset allocation with derivative securities. (2007). Ku, Yuan-Hung Hsu.
     In: Quantitative Finance.
     RePEc:taf:quantf:v:7:y:2007:i:2:p:137-149.

     Full description at Econpapers || Download paper

320. Beliefs, Doubts and Learning: Valuing Economic Risk. (2007). Hansen, Lars.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12948.

     Full description at Econpapers || Download paper

321. Efficient Dynamic Pollution Taxation in an Uncertain Environment. (2007). Soretz, Susanne.
     In: Environmental & Resource Economics.
     RePEc:kap:enreec:v:36:y:2007:i:1:p:57-84.

     Full description at Econpapers || Download paper

322. Robust Equilibrium Yield Curves. (2007). Vincent, Nicolas ; Kleshchelski, Isaac .
     In: Cahiers de recherche.
     RePEc:iea:carech:0802.

     Full description at Econpapers || Download paper

323. Individual preferences and the effect of uncertainty on irreversible investment. (2007). Muro, Kazunobu .
     In: Research in Economics.
     RePEc:eee:reecon:v:61:y:2007:i:4:p:191-207.

     Full description at Econpapers || Download paper

324. The spirit of capitalism, asset pricing and growth in a small open economy. (2007). Kenc, Turalay ; Dibooglu, Selahattin.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:26:y:2007:i:8:p:1378-1402.

     Full description at Econpapers || Download paper

325. Long-term Risk: An Operator Approach. (2007). Hansen, Lars ; Sheinkman, Jose A.
     In: Levine's Bibliography.
     RePEc:cla:levrem:122247000000001669.

     Full description at Econpapers || Download paper

326. Dynamic Hedging with Stochastic Differential Utility. (2006). Bueno, Rodrigo ; De-Losso, Rodrigo ; de Losso, Rodrigo .
     In: Brazilian Review of Econometrics.
     RePEc:sbe:breart:v:26:y:2006:i:2:a:1579.

     Full description at Econpapers || Download paper

327. Multifrequency Jump-Diffusions: An Equilibrium Approach. (2006). Fisher, Adlai ; Calvet, Laurent.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12797.

     Full description at Econpapers || Download paper

328. Long Term Risk: An Operator Approach. (2006). Scheinkman, Jose ; Hansen, Lars.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12650.

     Full description at Econpapers || Download paper

329. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12609.

     Full description at Econpapers || Download paper

330. Stock returns and volatility: pricing the short-run and long-run components of market risk. (2006). Rosenberg, Joshua ; Adrian, Tobias.
     In: Staff Reports.
     RePEc:fip:fednsr:254.

     Full description at Econpapers || Download paper

331. International risk-taking, volatility, and consumption growth. (2006). Larrain, Borja ; Giduskova, Maria.
     In: Communities and Banking.
     RePEc:fip:fedbcb:y:2006:n:06-17.

     Full description at Econpapers || Download paper

332. Backward stochastic Volterra integral equations and some related problems. (2006). Yong, Jiongmin.
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:116:y:2006:i:5:p:779-795.

     Full description at Econpapers || Download paper

333. Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Levy jumps. (2006). Ma, Chenghu.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:42:y:2006:i:2:p:131-160.

     Full description at Econpapers || Download paper

334. Robust control and model misspecification. (2006). Williams, Noah ; Sargent, Thomas ; Hansen, Lars ; Turmuhambetova, Gauhar.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:128:y:2006:i:1:p:45-90.

     Full description at Econpapers || Download paper

335. Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. (2006). Maenhout, Pascal J..
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:128:y:2006:i:1:p:136-163.

     Full description at Econpapers || Download paper

336. Risk measures via g-expectations. (2006). RosazzaGianin, Emanuela .
     In: Insurance: Mathematics and Economics.
     RePEc:eee:insuma:v:39:y:2006:i:1:p:19-34.

     Full description at Econpapers || Download paper

337. Disentangling risk aversion and intertemporal substitution through a reference level. (2006). Renault, Eric ; Garcia, René ; Semenov, Andrei .
     In: Finance Research Letters.
     RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193.

     Full description at Econpapers || Download paper

338. Equilibrium consumption and precautionary savings in a stochastically growing economy. (2006). Turnovsky, Stephen J ; Smith, William T..
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:30:y:2006:i:2:p:243-278.

     Full description at Econpapers || Download paper

339. On the viscosity solutions of a stochastic differential utility problem. (2005). Pascucci, Andrea ; Antonelli, Fabio.
     In: Finance.
     RePEc:wpa:wuwpfi:0503021.

     Full description at Econpapers || Download paper

340. Direct Preference for Wealth in Aggregate Household Portfolio. (2005). St-Amour, Pascal.
     In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
     RePEc:lau:crdeep:05.04.

     Full description at Econpapers || Download paper

341. Optimal risk transfer and investment policies based upon stochastic differential utilities. (2005). .
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:12:y:2005:i:4:p:375-403.

     Full description at Econpapers || Download paper

342. Direct Preference Wealth in Aggregate Household Portfolios. (2005). St-Amour, Pascal.
     In: FAME Research Paper Series.
     RePEc:fam:rpseri:rp136.

     Full description at Econpapers || Download paper

343. Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income. (2005). Skiadas, Costis ; Schroder, Mark .
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:115:y:2005:i:1:p:1-30.

     Full description at Econpapers || Download paper

344. Generic determinacy of equilibria with local substitution. (2005). Riedel, Frank.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:41:y:2005:i:4-5:p:603-616.

     Full description at Econpapers || Download paper

345. The dynamics of risk-sensitive allocations. (2005). Anderson, Evan.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:125:y:2005:i:2:p:93-150.

     Full description at Econpapers || Download paper

346. Can the desire to conserve our natural resources be self-defeating?. (2005). Smith, William ; Son, Young Seob.
     In: Journal of Environmental Economics and Management.
     RePEc:eee:jeeman:v:49:y:2005:i:1:p:52-67.

     Full description at Econpapers || Download paper

347. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS. (2005). Schumacher, Johannes ; Engwerda, Jacob ; Roorda, Berend .
     In: Mathematical Finance.
     RePEc:bla:mathfi:v:15:y:2005:i:4:p:589-612.

     Full description at Econpapers || Download paper

348. Classical solutions to reaction-diffusion systems for hedging problems with interacting Ito and point processes. (2005). Becherer, Dirk ; Schweizer, Martin.
     In: Papers.
     RePEc:arx:papers:math/0505208.

     Full description at Econpapers || Download paper

349. Generalized stochastic differential utility and preference for information. (2005). Lazrak, Ali.
     In: Papers.
     RePEc:arx:papers:math/0503579.

     Full description at Econpapers || Download paper

350. Fertility, Volatility, and Growth. (2004). Pommeret, Aude ; Smith, William T..
     In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
     RePEc:lau:crdeep:04.08.

     Full description at Econpapers || Download paper

351. Numerical Approach to Asset Pricing Models with Stochastic Differential Utility. (2004). .
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:11:y:2004:i:3:p:267-300.

     Full description at Econpapers || Download paper

352. Efficient consumption set under recursive utility and unknown beliefs. (2004). Lazrak, Ali ; Zapatero, Fernando.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:40:y:2004:i:1-2:p:207-226.

     Full description at Econpapers || Download paper

353. Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice. (2004). Kenc, Turalay.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:28:y:2004:i:8:p:1511-1539.

     Full description at Econpapers || Download paper

354. Strategic asset allocation in a continuous-time VAR model. (2004). Viceira, Luis ; Campbell, John ; Chacko, George ; Rodriguez, Jorge .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:28:y:2004:i:11:p:2195-2214.

     Full description at Econpapers || Download paper

355. On the relation between robust and Bayesian decision making. (2004). Adam, Klaus.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:28:y:2004:i:10:p:2105-2117.

     Full description at Econpapers || Download paper

356. Optimal Stopping of Active Portfolio Management. (2004). Kwak, Do Young ; Choi, Kyoung Jin ; Koo, Hyeng Keun.
     In: Annals of Economics and Finance.
     RePEc:cuf:journl:y:2004:v:5:i:1:p:93-126.

     Full description at Econpapers || Download paper

357. On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts. (2004). Spagnolo, Fabio ; Sola, Martin ; Kenc, Turalay ; Driffill, Edward.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:4165.

     Full description at Econpapers || Download paper

358. Optimal Growth and Impatience: A Phase Diagram Analysis. (2004). Chang, Fwu-Ranq.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_1359.

     Full description at Econpapers || Download paper

359. A Generalized Stochastic Differential Utility. (2003). Lazrak, Ali ; Quenez, Marie Claire .
     In: Mathematics of Operations Research.
     RePEc:inm:ormoor:v:28:y:2003:i:1:p:154-180.

     Full description at Econpapers || Download paper

360. Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (2003). Skiadas, Costis ; Schroder, Mark .
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:108:y:2003:i:2:p:155-202.

     Full description at Econpapers || Download paper

361. Non-addictive habits: optimal consumption-portfolio policies. (2003). Karatzas, Ioannis ; Detemple, Jerome B..
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:113:y:2003:i:2:p:265-285.

     Full description at Econpapers || Download paper

362. A two-person dynamic equilibrium under ambiguity. (2003). Miao, Jianjun ; Epstein, Larry.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:27:y:2003:i:7:p:1253-1288.

     Full description at Econpapers || Download paper

363. Term Structure of Interest Rates in the Presence of Levy Jumps: The HJM Approach. (2003). Ma, Chenghu.
     In: Annals of Economics and Finance.
     RePEc:cuf:journl:y:2003:v:4:i:2:p:401-426.

     Full description at Econpapers || Download paper

364. Strategic Asset Allocation in a Continuous Time VAR Model. (2003). Viceira, Luis ; Campbell, John ; Chacko, George ; Rodriguez, Jorge .
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:4160.

     Full description at Econpapers || Download paper

365. An approximation algorithm for optimal consumption/investment problems. (2002). Sundaram, Rangarajan K ; Das, Sanjiv Ranjan.
     In: Intelligent Systems in Accounting, Finance and Management.
     RePEc:wly:isacfm:v:11:y:2002:i:2:p:55-69.

     Full description at Econpapers || Download paper

366. Efficient Consumption Set Under Recursive Utility and Unknown Beliefs. (2002). Lazrak, Ali ; Zapatero, Fernando.
     In: Research Paper Series.
     RePEc:uts:rpaper:85.

     Full description at Econpapers || Download paper

367. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2002). Uppal, Raman ; Kogan, Leonid.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:3306.

     Full description at Econpapers || Download paper

368. Model Misspecification and Under-Diversification. (2002). wang, tan ; Uppal, Raman.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:3304.

     Full description at Econpapers || Download paper

369. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2001). Uppal, Raman ; Kogan, Leonid.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8609.

     Full description at Econpapers || Download paper

370. Ambiguity, Risk and Portfolio Choice under Incomplete Information. (2001). Miao, Jianjun.
     In: Boston University - Department of Economics - Working Papers Series.
     RePEc:bos:wpaper:wp2009-019.

     Full description at Econpapers || Download paper

371. Robust Control and Model Uncertainty. (2001). Sargent, Thomas ; Hansen, Lars.
     In: American Economic Review.
     RePEc:aea:aecrev:v:91:y:2001:i:2:p:60-66.

     Full description at Econpapers || Download paper

372. Asset Pricing at the Millennium. (2000). Campbell, John.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:7589.

     Full description at Econpapers || Download paper

373. Forward-backward stochastic differential equations with nonsmooth coefficients. (2000). Yong, Jiongmin ; Hu, Ying.
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:87:y:2000:i:1:p:93-106.

     Full description at Econpapers || Download paper

374. Infinite horizon forward-backward stochastic differential equations. (2000). Peng, Shige ; Shi, Yufeng .
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:85:y:2000:i:1:p:75-92.

     Full description at Econpapers || Download paper

375. An existence theorem of intertemporal recursive utility in the presence of Levy jumps. (2000). Ma, Chenghu.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:34:y:2000:i:4:p:509-526.

     Full description at Econpapers || Download paper

376. Efficient Intertemporal Allocations with Recursive Utility. (2000). wang, tan ; Uppal, Raman ; Dumas, Bernard.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:93:y:2000:i:2:p:240-259.

     Full description at Econpapers || Download paper

377. Continuous-Time Methods in Finance: A Review and an Assessment. (2000). Sundaresan, Suresh M..
     In: Journal of Finance.
     RePEc:bla:jfinan:v:55:y:2000:i:4:p:1569-1622.

     Full description at Econpapers || Download paper

378. (Reflected) Backward Stochastic Differential Equations and Contingent Claims. (1999). Kohlmann, Michael.
     In: CoFE Discussion Papers.
     RePEc:zbw:cofedp:9910.

     Full description at Econpapers || Download paper

379. Backward Stochastic Differential Equations and Stochastic Controls: A New Perspective. (1999). Yu, Xun ; Kohlmann, Michael.
     In: CoFE Discussion Papers.
     RePEc:zbw:cofedp:9909.

     Full description at Econpapers || Download paper

380. Consumption and Portfolio Decisions When Expected Returns are Time Varying. (1999). Viceira, Luis ; Campbell, John.
     In: Scholarly Articles.
     RePEc:hrv:faseco:3163266.

     Full description at Econpapers || Download paper

381. Risk, the Spirit of Capitalism and Growth: The Implications of a Preference for Capital. (1999). Smith, William T..
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:21:y:1999:i:2:p:241-262.

     Full description at Econpapers || Download paper

382. Optimal Consumption and Portfolio Selection with Stochastic Differential Utility. (1999). Skiadas, Costis ; Schroder, Mark .
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:89:y:1999:i:1:p:68-126.

     Full description at Econpapers || Download paper

383. Risk Aversion, Intertemporal Substitution, and Option Pricing. (1998). Renault, Eric ; Garcia, René.
     In: Cahiers de recherche.
     RePEc:mtl:montde:9801.

     Full description at Econpapers || Download paper

384. Consumption and asset prices and recursive preferences. (1998). Fisher, Mark ; Gilles, Christian .
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:1998-40.

     Full description at Econpapers || Download paper

385. Smooth infinite economies. (1998). Chichilnisky, Graciela ; Zhou, Yuqing.
     In: Journal of Mathematical Economics.
     RePEc:eee:mateco:v:29:y:1998:i:1:p:27-42.

     Full description at Econpapers || Download paper

386. Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility. (1998). Ma, Chenghu.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:23:y:1998:i:1:p:97-112.

     Full description at Econpapers || Download paper

387. Optimal consumption choices for a large investor. (1998). Cvitanic, Jaksa ; Cuoco, Domenico .
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:22:y:1998:i:3:p:401-436.

     Full description at Econpapers || Download paper

388. Reflected solutions of backward stochastic differential equations with continuous coefficient. (1997). Matoussi, Anis.
     In: Statistics & Probability Letters.
     RePEc:eee:stapro:v:34:y:1997:i:4:p:347-354.

     Full description at Econpapers || Download paper

389. A multibeta representation theorem for linear asset pricing theories. (1997). Nawalkha, Sanjay.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:46:y:1997:i:3:p:357-381.

     Full description at Econpapers || Download paper

390. An alternative valuation model for contingent claims. (1997). Chen, Zhiwu ; Bakshi Gurdip S., .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:44:y:1997:i:1:p:123-165.

     Full description at Econpapers || Download paper

391. Stability of backward stochastic differential equations. (1996). Antonelli, Fabio.
     In: Stochastic Processes and their Applications.
     RePEc:eee:spapps:v:62:y:1996:i:1:p:103-114.

     Full description at Econpapers || Download paper

392. Taxes, uncertainty, and long-term growth. (1996). Smith, William T..
     In: European Economic Review.
     RePEc:eee:eecrev:v:40:y:1996:i:8:p:1647-1664.

     Full description at Econpapers || Download paper

393. Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time. (1996). Smith, William T..
     In: Economics Letters.
     RePEc:eee:ecolet:v:53:y:1996:i:2:p:123-131.

     Full description at Econpapers || Download paper

394. Asset and commodity prices with multi-attribute durable goods. (1996). Giannikos, Christos ; Detemple, Jerome B..
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:20:y:1996:i:8:p:1451-1504.

     Full description at Econpapers || Download paper

395. An Alternative Model for Contingent Claims. (1995). Chen, Zhiwu ; Gurdip S. Bakshi and, .
     In: Research in Financial Economics.
     RePEc:wop:ohsrfe:9504.

     Full description at Econpapers || Download paper

396. Asset and Commodity Prices with Multiattribute Durable Goods. (1995). Giannikos, Christos ; Detemple, Jerome B..
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:95s-47.

     Full description at Econpapers || Download paper

397. Risk-Taking, Global Diversification, and Growth. (1992). Obstfeld, Maurice.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:4093.

     Full description at Econpapers || Download paper

398. Risk-taking, global diversification, and growth. (1992). Obstfeld, Maurice.
     In: Discussion Paper / Institute for Empirical Macroeconomics.
     RePEc:fip:fedmem:61.

     Full description at Econpapers || Download paper

399. Optimal Investment Strategies for University Endowment Funds. (1991). merton, robert.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:3820.

     Full description at Econpapers || Download paper

This document has not been processed yet.

You may help us by submiting the list of references

      This document has not co-citation data yet.

Report date: 2025-02-26 20:33:09 || Missing content? Let us know