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subject:"Risiko"
~isPartOf:"Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto"
~person:"Epstein, Larry G."
~subject:"Decision under uncertainty"
~subject:"United States"
~subject:"Volatilität"
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Risiko
Decision under uncertainty
United States
Volatilität
Risk
6
Theorie
6
Theory
6
CAPM
4
Decision
2
Entscheidung
2
Nutzen
2
Utility
2
Entscheidung unter Unsicherheit
1
Equity premium puzzle
1
Equity-Premium-Puzzle
1
Risikoaversion
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Risikoprämie
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Risk aversion
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Risk premium
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English
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Epstein, Larry G.
Segal, Uzi
2
Wang, Tan
2
Chew, Soo-Hong
1
Duffie, Darrell
1
Le Breton, Michel
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Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of economic theory
4
Working paper series
4
Rochester Center for Economic Research working paper
3
The review of economic studies
3
Journal of monetary economics
2
Working papers / Rochester Center for Economic Research
2
Advances in economic theory ; Vol. 2
1
Carleton economic papers
1
Discussion papers / Institute of Social and Economic Research
1
Economic theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Journal of economic dynamics & control
1
Operations research
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Technical working paper / National Bureau of Economic Research
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The review of financial studies
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Working paper
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Working paper archive / Department of Economics and Institute for Policy Analysis, University of Toronto
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ECONIS (ZBW)
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1
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
;
Wang, Tan
-
1994
Persistent link: https://www.econbiz.de/10000891363
Saved in:
2
Dynamically consistent beliefs must be Bayesian
Epstein, Larry G.
;
Le Breton, Michel
-
1992
Persistent link: https://www.econbiz.de/10000840546
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3
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
;
Wang, Tan
-
1992
Persistent link: https://www.econbiz.de/10000868003
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4
Asset pricing with stochastic differential utility
Duffie, Darrell
;
Epstein, Larry G.
-
1991
Persistent link: https://www.econbiz.de/10000827226
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5
Recursive utility under uncertainty
Chew, Soo-Hong
;
Epstein, Larry G.
-
1990
Persistent link: https://www.econbiz.de/10000801477
Saved in:
6
'First order' risk aversion and the equity premium puzzle
Epstein, Larry G.
;
Zin, Stanley E.
-
1989
Persistent link: https://www.econbiz.de/10000785554
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