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A Statistical Inquiry into the...
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10
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Sort
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date (oldest first)
1
A statistical inquiry into the plausibility of recursive
utility
Gallant, A. Ronald
;
Hong, Han
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 523-559
Persistent link: https://www.econbiz.de/10003570720
Saved in:
2
International portfolio diversification with generalized expected
utility
preferences
Aizenman, Joshua
-
1997
Persistent link: https://www.econbiz.de/10000625187
Saved in:
3
Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models
Fisher, Mark
-
1999
Persistent link: https://www.econbiz.de/10001427379
Saved in:
4
Consumption and asset prices with homothetic recursive preferences
Fisher, Mark
;
Gilles, Christian
-
1999
Persistent link: https://www.econbiz.de/10001427381
Saved in:
5
Nonnegative wealth, absence of arbitrage, and feasible consumption plans
Dybvig, Philip H.
- In:
The review of financial studies
1
(
1988
)
4
,
pp. 377-401
Persistent link: https://www.econbiz.de/10001106332
Saved in:
6
On equilibrium asset price processes
He, Hua
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 593-617
Persistent link: https://www.econbiz.de/10001159892
Saved in:
7
Le "Three moments capital asset pricing model" : tentative de validation empirique sur le marché des actions suisses
Benetti, Jean
-
1995
Persistent link: https://www.econbiz.de/10000946878
Saved in:
8
International portfolio diversification with generalized expected
utility
preferences
Aizenman, Joshua
- In:
The Canadian journal of economics
32
(
1999
)
4
,
pp. 995-1008
Persistent link: https://www.econbiz.de/10001409472
Saved in:
9
On viable diffusion price processes of the market portfolio
Bick, Avi
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 673-689
Persistent link: https://www.econbiz.de/10001089786
Saved in:
10
Asset pricing under quantile
utility
maximization
Giovannetti, Bruno
- In:
Review of financial economics : RFE
22
(
2013
)
4
,
pp. 169-179
Persistent link: https://www.econbiz.de/10010442730
Saved in:
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