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~person:"Epstein, Larry G."
~subject:"Equilibrium theory"
~subject:"Risk"
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Epstein, Larry G.
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10
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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
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1
Journal of monetary economics
1
The review of economic studies
1
The review of financial studies
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ECONIS (ZBW)
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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
Saved in:
2
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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3
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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4
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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5
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
Saved in:
6
The global stability of efficient intertemporal allocations
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10001021000
Saved in:
7
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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