Recursive utility and the equity premium puzzle: A discrete-time approach
Year of publication: |
2013-05-15
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Authors: | Aase, Knut K. |
Institutions: | Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) |
Subject: | Recursive utility | the Epstein-Zin model | utility gradients | calibrations |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion Papers Number 2013/3 26 pages |
Classification: | D51 - Exchange and Production Economies ; D53 - Financial Markets ; D90 - Intertemporal Choice and Growth. General ; E21 - Consumption; Saving ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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