Equilibrium Asset Pricing and Portfolio Choice with Heterogeneous Preferences
Keyword(s):
2010 ◽
Vol 23
(4)
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pp. 1503-1543
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Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
2006 ◽
Vol 42
(2)
◽
pp. 131-160
◽
Keyword(s):