Riedel F. Heterogeneous Time Preferences and Humps in the Yield Curve: The Preferred Habitat Theory Revisited. European Journal of Finance. 2004;10(1):3-22
Using a standard model where the individual consumption path is computed solving an optimal control ...
The aim of the paper is to develop a discrete time version of a one-sector optimal growth model with...
In this paper we analyze the performance of an equilibrium model of the term structure of the intere...
The influence of heterogeneous time preferences on the term structure is investigated. Motivated by ...
The influence of heterogeneous time preferences on the term structure is investigated. Motivated by ...
Preferred Habitat Theory is a theory on the investing behavior of bond buyers. It states that indivi...
Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion Abstract: This paper exa...
Time preferences, the willingness of decision makers to substitute intertemporally, are not shared o...
In this dissertation I focus on novel mechanisms for eliciting time and risk preferences and using t...
This paper examines the connection between time preference heterogeneity and economic inequal-ity in...
Endogenous preferences, Time preference, Discounting, Optimal Growth, Monotonicity, Lattice programm...
A problem of aggregation of heterogeneous time preferences naturally arises in economic growth model...
This paper introduces endogenous preference evolution into a Lucas-type economy and explores its con...
My dissertation analyzes asset pricing in a general equilibrium representative agent model in which ...
The purpose of this study is to test the preferred habitat theory non-econometrically using intervie...
Using a standard model where the individual consumption path is computed solving an optimal control ...
The aim of the paper is to develop a discrete time version of a one-sector optimal growth model with...
In this paper we analyze the performance of an equilibrium model of the term structure of the intere...
The influence of heterogeneous time preferences on the term structure is investigated. Motivated by ...
The influence of heterogeneous time preferences on the term structure is investigated. Motivated by ...
Preferred Habitat Theory is a theory on the investing behavior of bond buyers. It states that indivi...
Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion Abstract: This paper exa...
Time preferences, the willingness of decision makers to substitute intertemporally, are not shared o...
In this dissertation I focus on novel mechanisms for eliciting time and risk preferences and using t...
This paper examines the connection between time preference heterogeneity and economic inequal-ity in...
Endogenous preferences, Time preference, Discounting, Optimal Growth, Monotonicity, Lattice programm...
A problem of aggregation of heterogeneous time preferences naturally arises in economic growth model...
This paper introduces endogenous preference evolution into a Lucas-type economy and explores its con...
My dissertation analyzes asset pricing in a general equilibrium representative agent model in which ...
The purpose of this study is to test the preferred habitat theory non-econometrically using intervie...
Using a standard model where the individual consumption path is computed solving an optimal control ...
The aim of the paper is to develop a discrete time version of a one-sector optimal growth model with...
In this paper we analyze the performance of an equilibrium model of the term structure of the intere...