Recursive Utility and Jump-Diffusions
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Elsevier BV
Reference79 articles.
1. Beyond the local mean-variance analysis in dynamic economics. The problem of non-normality. Working paper;K K Aase;Norwegian School of Economics,2015
2. Recursive Utility and the Equity Premium Puzzle: A Discrete-Time Approach
3. A jump/diffusion consumption-based capital asset pricing model and the equity premium puzzle;K K Aase;Mathematical Finance,1993
4. Continuous trading in an exchange economy under discontinuous dynamics -A resolution of the equity premium puzzle;K K Aase;Scandinavian Journal of Management,1993
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Beyond the Local Mean-Variance Analysis in Continuous Time: The Problem of Non-Normality;SSRN Electronic Journal;2015
2. The Equity Premium in a Production Economy; A New Perspective Involving Recursive Utility;SSRN Electronic Journal;2015
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