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~isPartOf:"Journal of monetary economics"
~isPartOf:"The review of financial studies"
~person:"Epstein, Larry G."
~person:"King, Robert G."
~subject:"Nutzen"
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07.10.1998
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Epstein, Larry G.
King, Robert G.
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Fukuda, Shin'ichi
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He, Hua
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Journal of monetary economics
The review of financial studies
Journal of economic theory
4
Working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
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Advances in economic theory ; Vol. 2
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CIRANO - Scientific Publications 2012s-29
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Journal of risk and uncertainty : JRU
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ECONIS (ZBW)
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Ambiguous volatility and asset pricing in continuous time
Epstein, Larry G.
;
Ji, Shaolin
- In:
The review of financial studies
26
(
2013
)
7
,
pp. 1740-1786
Persistent link: https://www.econbiz.de/10009778359
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2
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
Saved in:
3
'First-order' risk aversion and the equity premium puzzle
Epstein, Larry G.
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001102487
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