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

DOI

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.

Identifier
DOI https://doi.org/10.34894/CZYIPD
Related Identifier IsCitedBy https://doi.org/10.1093/rfs/hhad069
Metadata Access https://dataverse.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=doi:10.34894/CZYIPD
Provenance
Creator Ole Wilms ORCID logo
Publisher DataverseNL
Contributor Ole Wilms; Tilburg University; DataverseNL
Publication Year 2024
Rights CC-BY-4.0; info:eu-repo/semantics/openAccess; http://creativecommons.org/licenses/by/4.0
OpenAccess true
Contact Ole Wilms (Tilburg University)
Representation
Resource Type MATLAB code; Dataset
Format application/pdf; text/plain
Size 80579; 4297; 263; 358148
Version 1.0
Discipline Business and Management; Economics; Social and Behavioural Sciences
Spatial Coverage The Netherlands