Add to ORKGA simple, dynamic, general-equilibrium model of savings and investment is populated by agents with Kreps-Porteus preferences
This paper develops and analyzes a models of asset markets with two types of investors. We study the...
This paper explores the e¤ects of heterogeneity in planning propensity on wealth inequality, asset p...
This paper analyses a continuous-time pure-exchange economy of the Lucas type, populated with agents...
A simple, dynamic, general-equilibrium model of savings and investment is populated by agents with K...
We introduce a general equilibrium model of a multi-agent, pure-exchange economy and find a set of c...
This paper presents an equilibrium model in a pure exchange econ-omy when investors have three possi...
We analyze the role of risk aversion and intertemporal substitution in a simple dynamic general equi...
We analyze the role of risk aversion and intertemporal substitution in a simple dynamic general equi...
This paper presents an equilibrium model in a pure exchange economy when investors have three possib...
Movements in asset prices are a major risk confronting individuals. This paper establishes new asset...
To study intertemporal decisions under risk, we develop a new recursive model of non-expected-utilit...
The idea of representing choice under uncertainty as a trade-off between mean returns and some measu...
This paper develops a framework to link the expected utility analysis to real options models in orde...
This paper studies the properties of a general equilibrium model with purely microeconomic risk, in ...
Dynamic stochastic general equilibrium models with ex-post heterogeneity due to idiosyncratic risk p...
This paper develops and analyzes a models of asset markets with two types of investors. We study the...
This paper explores the e¤ects of heterogeneity in planning propensity on wealth inequality, asset p...
This paper analyses a continuous-time pure-exchange economy of the Lucas type, populated with agents...
A simple, dynamic, general-equilibrium model of savings and investment is populated by agents with K...
We introduce a general equilibrium model of a multi-agent, pure-exchange economy and find a set of c...
This paper presents an equilibrium model in a pure exchange econ-omy when investors have three possi...
We analyze the role of risk aversion and intertemporal substitution in a simple dynamic general equi...
We analyze the role of risk aversion and intertemporal substitution in a simple dynamic general equi...
This paper presents an equilibrium model in a pure exchange economy when investors have three possib...
Movements in asset prices are a major risk confronting individuals. This paper establishes new asset...
To study intertemporal decisions under risk, we develop a new recursive model of non-expected-utilit...
The idea of representing choice under uncertainty as a trade-off between mean returns and some measu...
This paper develops a framework to link the expected utility analysis to real options models in orde...
This paper studies the properties of a general equilibrium model with purely microeconomic risk, in ...
Dynamic stochastic general equilibrium models with ex-post heterogeneity due to idiosyncratic risk p...
This paper develops and analyzes a models of asset markets with two types of investors. We study the...
This paper explores the e¤ects of heterogeneity in planning propensity on wealth inequality, asset p...
This paper analyses a continuous-time pure-exchange economy of the Lucas type, populated with agents...