Risk aversion sensitive real business cycles
Year of publication: |
2021
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Authors: | Chen, Zhanhui ; Cooper, Ilan ; Ehling, Paul ; Xiouros, Costas |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 4, p. 2483-2499
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Subject: | state-contingent technology | time-varying risk aversion | conditional volatility of investment | predictability of returns | Risikoaversion | Risk aversion | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Real-Business-Cycle-Theorie | Real business cycle model | Prognoseverfahren | Forecasting model | Risiko | Risk | Konjunktur | Business cycle |
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