18 research outputs found
Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
- Author
- Ali Lazrak
- Bruno Bouchard
- Bruno Bouchard
- Costis Skiadas
- Darrell Duffie
- Darrell Duffie
- David M Kreps
- El Karoui
- Fabio Antonelli
- Fatih Guvenen
- Frank Thomas Seifried
- Fran�ois Coquet
- Georg Kaltenbrunner
- Harald Uhlig
- Holger Kraft
- Jaroslav Borovi?ka
- Jessica A Wachter
- Jianfeng Zhang
- John C Cox
- Larry G Epstein
- Lars E O Svensson
- Lars Hansen
- Mark Fisher
- Mark Schroder
- Massimo Marinacci
- Maurice Obstfeld
- Philippe Weil
- Proof
- Rajnish Mehra
- Ravi Bansal
- Thomas D Tallarini
- Xavier Gabaix
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Entry, Risk Concentration, and Asset Prices
- Author
- Alain Bensoussan
- Albert S Kyle
- Andrea L Eisfeldt
- Andreas Fuster
- Anmol Bhandari
- Annette Vissing-J�rgensen
- Avner Friedman
- Christopher J Malloy
- Darrell Duffie
- Darrell Duffie
- Denis Gromb
- Di Tella
- Erzo Luttmer
- Fatih Guvenen
- Francisco Gomes
- H Cao
- Hence
- Ioannis Karatzas
- Ioannis Karatzas
- James Dow
- Jaroslav Borovi?ka
- Jaroslav Borovi?ka
- Jaroslav Borovi?ka
- John Y Campbell
- Jonathan A Parker
- Julien Hugonnier
- Larry G Epstein
- Mark Loewenstein
- Markku Kaustia
- Markus K Brunnermeier
- N Mankiw
- Nicholas Barberis
- Nicolae G�rleanu
- Olivier J Blanchard
- Paymon Rezvani Khorrami
- Ravi Bansal
- Robert Ackerman
- Robin Greenwood
- Suleyman Basak
- Tobias Adrian
- Tu-Sheng Zhang
- Valentin Haddad
- Valery Polkovnichenko
- Zhiguo He
- Zhiguo He
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Three Types of Ambiguity
- Author
- Albert Marcet
- Albert Marcet
- Anastasios G Karantounias
- Anastasios G Karantounias
- Anna Orlik
- Anna Orlik
- Bernard Dumas
- Carl E Walsh
- Carl E Walsh
- Evan W Anderson
- Evan W Anderson
- I Gilboa
- Jaroslav Borovi?ka
- Jaroslav Borovi?ka
- Kai Leitemo
- Kai Leitemo
- Klaus Adam
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Ljungqvist
- Lars Ljungqvist
- Lars Peter Hansen
- Matthew R James
- Matthew R James
- Michael Woodford
- Michael Woodford
- Myriam Olalla
- Myriam Olalla
- P Giordani
- Pierpaolo Battigalli
- Richard Dennis
- Thomas J. Sargent
- W Fleming
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Prices of Macroeconomic Uncertainties with Tenuous Beliefs
- Author
- Andrew Ang
- Charles M Newman
- Cosmin L Ilut
- Drew Fudenberg
- Evan W Anderson
- Fabio Maccheroni
- Gary Chamberlain
- Herman Chernoff
- Hui Chen
- Irving J Good
- James O Berger
- James Watson
- Janice C Eberly
- Jaroslav Borovi?ka
- Jaroslav Borovi?ka
- John Y Campbell
- Larry G Epstein
- Larry G Epstein
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Peter Hansen
- Maxim Ulrich
- Monroe E Donsker
- Pierpaolo Battigalli
- Ravi Bansal
- Shige Peng
- Tao Zha
- Thomas D Tallarini
- Thomas J Sargent
- Thomas J. Sargent
- Zengjing Chen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Misspecified Recovery
- Author
- Anisha Ghosh
- Caio Almeida
- Darrell Duffie
- David K Backus
- David K Backus
- David M Kreps
- Douglas T Breeden
- Dubynskiy
- Evan W Anderson
- Fernando Alvarez
- Gurdip Bakshi
- Hossein B Kazemi
- Hyungbin Park
- J Harrison
- Jaroslav Borovi?ka
- Jaroslav Borovi?ka
- Jaroslav Boroviika
- Jens Hilscher
- Johan Walden
- Jose A. Scheinkman
- Larry G Epstein
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Peter Hansen
- Leo Breiman
- Likuan Qin
- Mark Schroder
- Michael Stutzer
- Noel Cressie
- Patrick Gagliardini
- Peter Carr
- Ravi Bansal
- Ravi Bansal
- Ren� Garcia
- Rhys Bidder
- Sean P Meyn
- Stephen A Ross
- Stephen A Ross
- Timothy M Christensen
- Xiaohong Chen
- Yacine A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Term Structure of Uncertainty in the Macroeconomy
- Author
- . . . . . . . . . . . . . . . . Stochastic
- Alan Moreira
- Alejandro Justiniano
- Alexander David
- Andrei N Borodin
- Andrew Foerster
- Anmol Bhandari
- Aytek Malkhozov
- Ben S Bernanke
- Ben S Bernanke
- Christopher A Sims
- Christopher A Sims
- Christopher Sims
- David H Jacobson
- David M Kreps
- David Nualart
- Davig
- Di Nunno
- Di Tella
- E Slutsky
- Emi Nakamura
- Evan W Anderson
- Fernando Alvarez
- Francesco Bianchi
- Francesco Bianchi
- Francesco Bianchi
- Francesco Bianchi
- Frederico Belo
- G Yule
- Gianluca Benigno
- Giovanni Lombardo
- Hengjie Ai
- Hess Chung
- Hui Chen
- Hyungbin Park
- Irina Zviadadze
- Jaroslav Borovi?ka
- Jaroslav Borovi?ka
- Jaroslav Borovi?ka
- Jaroslav Boroviika
- Javier Bianchi
- Jinill Kim
- Johan Walden
- John D Pryce
- John Y Campbell
- Jules H Van Binsbergen
- Jules H Van Binsbergen
- Jules Van Binsbergen
- Larry G Epstein
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Peter Hansen
- Likuan Qin
- Likuan Qin
- Liu
- Luigi Bocola
- Mark H Holmes
- Markus K Brunnermeier
- Martin M Andreasen
- Michael Hasler
- Nataliya Klimenko
- Olivier Blanchard
- Olivier Blanchard
- Pascal J Maenhout
- Peter Whittle
- Pierlauro Lopez
- Ragar Frisch
- References Adrian
- Roger E A Farmer
- Samuel Karlin
- Sannikov
- Specialists . . Households
- Stephanie Schmitt-Groh�
- Stephen Beveridge
- Thomas D Tallarini
- Vadim Linetsky
- William Feller
- Zhiguo He
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Option Implied Moments of the Ex-Ante Return Distribution
- Author
- Andrew Ang
- David P Brown
- Douglas T Breeden
- Flavio Nardi
- Gurdip Bakshi
- Gurdip Bakshi
- I W Martin
- James D Esary
- Jaroslav Borovi?ka
- Jennifer Conrad
- Jens Jackwerth
- Jens Jackwerth
- John H Cochrane
- Lars Hansen
- Mark Rubinstein
- Patrick Dennis
- Peter Carr
- Robert R Bliss
- Stephen Figlewski
- Steve Ross
- Tim Bollerslev
- Yacine A�?ta�?t-Sahalia
- Yacine A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Examining Macroeconomic Models Through the Lens of Asset Pricing
- Author
- ---
- Alejandro Justiniano
- Aytek Malkhozov
- David H Jacobson
- David K Backus
- David M Kreps
- Ellen R Mcgrattan
- Eugene F Fama
- Evan W Anderson
- Fernando Alvarez
- Gianluca Benigno
- Giovanni Lombardo
- Hengjie Ai
- Ian R Petersen
- Jaroslav Borovi?ka
- Jaroslav Borovička
- Jinill Kim
- Jules H Binsbergen
- Kenneth L Judd
- Larry G Epstein
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Peter Hansen
- Marco Campi
- Mark H Holmes
- Mark Rubinstein
- Martin Lettau
- Martin M Andreasen
- Peter Whittle
- Ravi Bansal
- Ravi Bansal
- Ravi Bansal
- Robert E Hall
- Stephanie Schmitt-Groh�
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
- Author
- Ali Lazrak
- Bruno Bouchard
- Bruno Bouchard
- Costis Skiadas
- Darrell Duffie
- Darrell Duffie
- David M Kreps
- El Karoui
- Fabio Antonelli
- Fatih Guvenen
- Frank Thomas Seifried
- Fran�ois Coquet
- Georg Kaltenbrunner
- Harald Uhlig
- Holger Kraft
- Jaroslav Borovi?ka
- Jessica A Wachter
- Jianfeng Zhang
- John C Cox
- Larry G Epstein
- Lars E O Svensson
- Lars Hansen
- Mark Fisher
- Mark Schroder
- Massimo Marinacci
- Maurice Obstfeld
- Philippe Weil
- Proof
- Rajnish Mehra
- Ravi Bansal
- Thomas D Tallarini
- Xavier Gabaix
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Stochastic Compounding and Uncertain Valuation
- Author
- Andrew B Abel
- C M Newman
- C W J Granger
- Darrel Duffie
- David K Backus
- David M Kreps
- Evan W Anderson
- Fernando Alvarez
- Herman Chernoff
- Jaroslav Borovi?ka
- John Y Campbell
- Jose A. Scheinkman
- L Epstein
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Hansen
- Lars Peter Hansen
- Michael Stutzer
- Monroe E Donsker
- Ravi Bansal
- Ravi Bansal
- Stephen A Ross
- Xiahong Chen
- Xiaohong Chen
- Yacine Ait-Sahalia
- Zengjing Chen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study