Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences

2014 ◽  
Author(s):  
Walt Pohl ◽  
Karl Schmedders ◽  
Ole Wilms
Keyword(s):  
Asset Pricing ◽  
Higher Order ◽  
Pricing Models ◽  
Recursive Preferences ◽  
Asset Pricing Models

scholarly journals Higher Order Effects in Asset Pricing Models with Long‐Run Risks

2018 ◽  
Vol 73 (3) ◽  
pp. 1061-1111 ◽  
Author(s):  
WALTER POHL ◽  
KARL SCHMEDDERS ◽  
OLE WILMS
Keyword(s):  
Asset Pricing ◽  
Higher Order ◽  
Order Effects ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Long Run ◽  
Long Run Risks ◽  
Higher Order Effects

Habits or Recursive Preferences? Estimating Production-Based Asset Pricing Models

2008 ◽  
Author(s):  
Ralph S. J. Koijen ◽  
Juan Francisco Rubio-Ramirez ◽  
Jules H. van Binsbergen ◽  
Jesús Fernández-Villaverde
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Recursive Preferences ◽  
Asset Pricing Models

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Asset Pricing Models? - A Different Approach!

2013 ◽  
Author(s):  
Vladislav Vacek ◽  
Robert Gottfried Kuklik
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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