Dynamic equilibrium with rare events and heterogeneous epstein-zin investors
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As found by EconAcademics.org, the blog aggregator for Economics research:- Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors
by Christian Zimmermann in NEP-DGE blog on 2015-06-08 08:23:38
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- Branger, Nicole & Konermann, Patrick & Schlag, Christian, 2019. "Optimists and pessimists in (in)complete markets," SAFE Working Paper Series 252, Leibniz Institute for Financial Research SAFE.
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More about this item
Keywords
heterogeneous investors; Epstein-Zin preferences; rare events; equilibrium; portfolio choice;All these keywords.
JEL classification:
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2015-05-30 (Dynamic General Equilibrium)
- NEP-UPT-2015-05-30 (Utility Models and Prospect Theory)
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