Tag: recursive-utility

Apr 13, 2026

• asset-pricing
• recursive-utility
• equity-strips
• affine-models
• exact-solution

Apr 13, 2026

• preferences
• asset-pricing
• risk-aversion
• recursive-utility

Apr 13, 2026

• asset-pricing
• long-run-risk
• disappointment-aversion
• equity-premium
• Markov-switching
• recursive-utility

Apr 13, 2026

• asset-pricing
• long-run-risk
• log-linearization
• approximation-error
• recursive-utility
• numerical-methods

Apr 13, 2026

• asset-pricing
• recursive-utility
• rare-disasters
• affine-models
• equity-strips
• cross-section
• ICAPM

Apr 13, 2026

• asset-pricing
• rare-disasters
• recursive-utility
• term-structure