Replication package for "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences"

Ole Wilms (Creator)
Walter Pohl (Creator)
Karl Schmedders (Creator)

Finance

Dataset

Description

The paper provides conditions on how to show existence and uniqueness in modern asset pricing models. The replication package provides codes for computing the conditions for a general model setup.

Date made available	20 Nov 2024
Publisher	DataverseNL

DOI
10.34894/czyipd

Access Dataset

https://dataverse.nl/citation?persistentId=doi:10.34894/CZYIPD

1 Article

Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
Pohl, W., Schmedders, K. & Wilms, O., Mar 2024, In: Review of Financial Studies. 37, 3, p. 989-1028
Research output: Contribution to journal › Article › Scientific › peer-review

Open Access

Replication package for "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences"

Description

DOI

Access Dataset

Research output

Existence of the wealth-consumption ratio in asset pricing models with recursive preferences

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