Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences
Stephen Satchell, Susan Thorp and Oliver Williams
| Year of publication: |
2019
|
|---|---|
| Authors: | Satchell, Stephen ; Thorp, Susan ; Williams, Oliver |
| Subject: | elasticity of inter-temporal substitution | Inter-temporal choice | maximum entropy | moving average | Entropie | Entropy | Substitutionselastizität | Elasticity of substitution | Präferenztheorie | Theory of preferences | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Intertemporale Entscheidung | Intertemporal choice |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1527462 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196572