Keywords: ابزار بازگشتی; C61; D81; D91; Recursive utility; Thompson aggregator; Bellman operator;
مقالات ISI ابزار بازگشتی (ترجمه نشده)
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Keywords: ابزار بازگشتی; Long run risks; Fourth-degree risk dominance; Temperance; Edginess; Recursive utility; Kurtosis ratio; D81;
Keywords: ابزار بازگشتی; G12; Rare events; Jump diffusion; Recursive utility;
Keywords: ابزار بازگشتی; Backward separation method; Maximum principle; Mean-field forward-backward stochastic differential equation; Optimal filter; Recursive utility;
Keywords: ابزار بازگشتی; G11; G12; G23; Momentum; Strategic asset allocation; Intertemporal hedging demand; Recursive utility;
Keywords: ابزار بازگشتی; D53; G02; G11; G12; Equilibrium asset pricing; Heterogeneous agents; Recursive utility; Loss aversion; Gain-loss ratio; Market dominance;
Keywords: ابزار بازگشتی; Heterogeneous beliefs; Recursive utility; Equity premium; Equity volatility; Yield curve; E43; G12; G17;
Keywords: ابزار بازگشتی; Recursive utility; Lifetime uncertainty; Stochastic control; Generalized Hamilton-Jacobi-Bellman equation; Time-inconsistency; Certainty equivalents;
Keywords: ابزار بازگشتی; G12; C13; C32; Recursive utility; Stochastic differential utility; Multiple priors; Ambiguity aversion; Continuous-time conditional mean model; Martingale regression; Time change; Mixed frequency data;
Keywords: ابزار بازگشتی; G12; E20; R30; Consumption-based asset pricing model; Recursive utility; Habit formation; Collateral constraint; Hansen-Jagannathan distance; Model confidence sets;
Keywords: ابزار بازگشتی; E44; G13; C58; Option price; Jumps; Recursive utility; Confidence; Learning;
Keywords: ابزار بازگشتی; G12; E20; C58Uncertainty; Economic growth; Asset prices; Recursive utility
Keywords: ابزار بازگشتی; Ambiguity; Recursive utility; G-Brownian motion; Undominated measures; Quasisure analysis; Robust stochastic volatility;
Keywords: ابزار بازگشتی; Production; Long-run risk; Asset pricing; Recursive utility;
Keywords: ابزار بازگشتی; D80; D90; Discount factor; Utility smoothing; Recursive utility;
Keywords: ابزار بازگشتی; D90; Delay aversion; Time preferences; Differentiable utility; Recursive utility;
Maximum principle for forward–backward stochastic control system under GG-expectation and relation to dynamic programming
Keywords: ابزار بازگشتی; GG-expectation; GG-Brownian motion; Stochastic recursive optimal control; Stochastic maximum principle; Recursive utility; Portfolio optimization
Informativeness of experiments for MEU-A recursive definition
Keywords: ابزار بازگشتی; Blackwell; Value of information; Maxmin expected utility; Recursive utility;
Stochastic differential utility as the continuous-time limit of recursive utility
Keywords: ابزار بازگشتی; D81; D91Stochastic differential utility; Recursive utility; Convergence; Backward stochastic differential equation
Risk and intertemporal substitution: Livestock portfolios and off-take among Kenyan pastoralists
Keywords: ابزار بازگشتی; D8 Information & Uncertainty; D9 Intertemporal Choice & Growth; O1 Economic Development; Elasticity of intertemporal substitution; Risk aversion; Recursive utility; Asset dynamics; Poverty;
Small noise methods for risk-sensitive/robust economies
Keywords: ابزار بازگشتی; Computational economics; Recursive utility; Perturbation methods; Stochastic growth model; C63; D81; E20; G12;
Endogenous discounting and the domain of the felicity function
Keywords: ابزار بازگشتی; D90; C61; O41; Endogenous time preference; Optimality; Recursive utility; Felicity;
Modeling nonmonotone preferences: The case of utility smoothing
Keywords: ابزار بازگشتی; D90; D91; Discount factor; Gain/loss asymmetry; Nonmonotone preferences; Recursive utility; Reference point; Utility smoothing;
Pricing of the time-change risks
Keywords: ابزار بازگشتی; Time deformation; Risk premium; Recursive utility; G12; D51;
The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences
Keywords: ابزار بازگشتی; D4; D5; C0; D8Equilibrium; Recursive utility; Asset pricing; Term structure
An equilibrium model of wealth distribution
Keywords: ابزار بازگشتی; D91; E21Precautionary savings; Wealth distribution; Bewley models; Affine process; Recursive utility; Stochastic discounting
Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
Keywords: ابزار بازگشتی; C6; D5; D8; G0; Recursive utility; Lévy jumps; Laplace transform; Option pricing formula;
Dynamic variational preferences
Keywords: ابزار بازگشتی; C61; D81Ambiguity aversion; Model uncertainty; Recursive utility; Rubust control; Time consistency
Recursive utility and optimal growth with bounded or unbounded returns
Keywords: ابزار بازگشتی; C61; D90; Recursive utility; Dynamic programming; Bellman equation; Unbounded returns;
Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income
Keywords: ابزار بازگشتی; Finance; Optimal portfolios; Recursive utility; BSDE; FBSDE;