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'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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Mixture symmetry and quadratic utility
Chew, Soo-Hong - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10001102748
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Stochastic differential utility
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 2, pp. 353-394
Persistent link: https://www.econbiz.de/10001124365
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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
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Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
Chew, Soo-Hong - In: Journal of economic theory 50 (1990) 1, pp. 54-81
Persistent link: https://www.econbiz.de/10001081578
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A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G. - In: The review of economic studies 62 (1995) 4, pp. 597-618
Persistent link: https://www.econbiz.de/10001189787
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Risk redistribution games with dual utilities
Boonen, Tim J. - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 303-329
Persistent link: https://www.econbiz.de/10011671064
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Risk sharing with expected and dual utilities
Boonen, Tim J. - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 391-415
Persistent link: https://www.econbiz.de/10011729571
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Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.; Jiang, Wenjun - In: Insurance / Mathematics & economics 107 (2022), pp. 361-378
Persistent link: https://www.econbiz.de/10013471256