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Survival and Long-Run Dynamics with Heterogeneous Beliefs Under Recursive Preferences
16 references·3 citing·37 second hop
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1950Uncertainty, Evolution, and Economic Theory4,005 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1954Essays in Positive Economics3,204 cited
  • 1954Essays in Positive Economics.2,999 cited
  • 2003Stochastic Differential Equations2,978 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 2016Wealth Inequality in the United States since 1913: Evidence from Capitalized Income Tax Data *1,575 cited

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  • 1960Stationary Ordinal Utility and Impatience1,550 cited
  • Cited by

    • 2014Uncertainty Outside and Inside Economic Models64 cited
    • 2017Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement22 cited
    • 2015Changing Risk Perception and the Time-Varying Price of Risk21 cited