Epstein-zin Preferences

Epstein-Zin Preferences is a recursive utility model in decision theory that belongs to the class of non-expected utility frameworks and is distinguished by its separation of risk aversion from the elasticity of intertemporal substitution, allowing for flexible modeling of attitudes toward risk and time.

Publications

7.9K

Citations

125

Authors

135

Institutions

Publications per year

2017–2026

Variants

Epstein-zin Recursive PreferencesEpstein-zin Utility

Parents

Stochastic Discount Factor

Publications

Rare Disasters, Asset Prices, and Welfare Costs

Robert J. Barro · American Economic Review · 2009 · 880 citations

Social Sciences, Economics, Disaster Risk Reduction +14

Optimal life cycle asset allocation : understanding the empirical evidence

Alexander Michaelides, Francisco Gomes · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2005 · 794 citations · Full text

Business, Economics, Finance +17

Robust Portfolio Rules and Asset Pricing

Pascal J. Maenhout · Review of Financial Studies · 2004 · 789 citations

Business, Economics, Finance +17

Choice, Expectations and Measurability

Nicholas Georgescu‐Roegen · The Quarterly Journal of Economics · 1954 · 333 citations

Social Sciences, Economics, Behavioral Economics +16

The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks

Glenn D. Rudebusch, Eric T. Swanson · American Economic Journal Macroeconomics · 2012 · 313 citations

Social Sciences, Economics, Finance +10

1–5 of 97

Authors

125

JF
Jesús Fernández‐Villaverde
University of Pennsylvania, United States
6 publications · 543 citations
6
h-index
JF
Juan Francisco Rubio-Ramı́rez
Federal Reserve Bank of Atlanta, United States
6 publications · 543 citations
6
h-index
MM
Mariano Massimiliano Croce
Bocconi University, Italy
5 publications · 390 citations
5
h-index
RS
Ralph S. J. Koijen
University of Chicago, United States
5 publications · 366 citations
5
h-index
FG
Francisco Gomes
London Business School, United Kingdom
5 publications · 948 citations
5
h-index

1–5 of 125

Institutions

135

1–8 of 135

Venues

SSRN Electronic Journal
Repository · 29 publications · 1.3K citations
17
h-index
National Bureau of Economic Research
Repository · 5 publications · 264 citations
5
h-index
RePEc: Research Papers in Economics
Repository · 5 publications · 90 citations
5
h-index
Review of Financial Studies
4 publications · 1.2K citations
4
h-index
London School of Economics and Political Science Research Online (London School of Economics and Political Science)
Repository · 3 publications · 888 citations
3
h-index

1–5