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 |
Research output
- 1 Article
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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. 989-1028Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
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