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Eisenberger, Roselies - 1996

Persistent link: https://www.econbiz.de/10012939292

Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility

Meyer, Bernd - 1996

-expected utility which clearly distinguishes between risk preference and time preference. The leverage approach yields the first moment … Carlo simulations. Preferences are modeled by time-additive expected utility and, alternatively, by recursive non …-expected utility. The empirical results for the period 1960 to 1994 confirm those for the U.S. and favour the use of recursive non …

Persistent link: https://www.econbiz.de/10009681108

Are German stock and bond returns consistent with equilibrium asset pricing? : a calibration exercise using recursive non-expected utility

Meyer, Bernd - 1996

Persistent link: https://www.econbiz.de/10013388191

Confidence and decision-making in experimental asset markets

Aragón, Nicolás; Roulund, Rasmus Pank - In: Journal of economic behavior & organization : JEBO 178 (2020), pp. 688-718

Persistent link: https://www.econbiz.de/10012439149

Growth risks, asset prices, and welfare

Croce, Mariano M. - In: Economics letters 202 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012607134

Asset pricing implications of a non-expected recursive utility function : a review

Cho, Jaeho - In: International review of financial analysis 3 (1994) 1, pp. 19-35

Persistent link: https://www.econbiz.de/10001174392

Risk aversion and the intertemporal behavior of asset prices

Stapleton, Richard C. - In: The review of financial studies 3 (1990) 4, pp. 677-693

Persistent link: https://www.econbiz.de/10001105885

Expectations and aggregate risk

Bretscher, Lorenzo; Malkhozov, Aytek; Tamoni, Andrea - 2021

augmented with anticipated shocks. Accounting for agents' expectations atthe business cycle horizon results in aggregate risk … aggregate risk …

Persistent link: https://www.econbiz.de/10012643121

Long-Run Risks and Financial Markets

Bansal, Ravi - 2007

account for the risk premia and asset price fluctuations. In addition, the model can empirically account for the cross …

Persistent link: https://www.econbiz.de/10012465457

Risk and return of a trend-chasing application in financial markets: an empirical test

Ilomäki, Jukka - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 3, pp. 258-272

Persistent link: https://www.econbiz.de/10011885978

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