Dynamic equilibrium with rare events and heterogeneous epstein-zin investors
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References listed on IDEAS
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Blog mentionsAs 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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More about this item
Keywordsheterogeneous investors; Epstein-Zin preferences; rare events; equilibrium; portfolio choice;
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-DGE-2015-05-30 (Dynamic General Equilibrium)
- NEP-UPT-2015-05-30 (Utility Models & Prospect Theory)
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