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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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'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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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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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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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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On the smooth ambiguity model : a reply
Klibanoff, Peter; Marinacci, Massimo; Mukerji, Sujoy - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1303-1321
Persistent link: https://www.econbiz.de/10009628997
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The core of large differentiable TU games
Epstein, Larry G.; Marinacci, Massimo - In: Journal of economic theory 100 (2001) 2, pp. 235-273
Persistent link: https://www.econbiz.de/10001621988
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Ambiguous volatility, possibility and utility in continuous time
Epstein, Larry G.; Jib, Shaolin - In: Journal of mathematical economics 50 (2014), pp. 269-282
Persistent link: https://www.econbiz.de/10010478634