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Routledge, Bryan's
Scholarly Papers
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Total Downloads
1,468 |
Total
Citations
144 |
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1.
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Model Uncertainty and Liquidity
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Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. Carnegie Mellon University
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Posted:
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20 Dec 01
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Last Revised:
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24 Mar 10
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Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. Carnegie Mellon University
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432
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Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. Carnegie Mellon University
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Casassus, Jaime Pontificia Universidad Catolica de Chile Collin-Dufresne, Pierre Columbia Business School - Finance and Economics Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business
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20 Mar 05
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01 Jul 11
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408
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Commodity prices, Futures prices, Convenience yield, Scarcity, Investment, Irreversibility, General equilibrium, Simulated Method of Moments (SMM), Regime-switching model, risk premium
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Recursive Preferences
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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13 Oct 08
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Last Revised:
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09 Feb 09
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130
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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130
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time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing
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4.
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Kogan, Shimon University of Texas at Austin Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Sagi, Jacob S. Vanderbilt University - Finance Smith, Noah A. Carnegie Mellon University - School of Computer Science
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184
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Disclosure, text analysis, Sarbanes-Oxley Act of 2002, volatility forecast
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5.
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Exotic Preferences for Macroeconomists
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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Posted:
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08 Jul 04
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Last Revised:
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16 Dec 08
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172
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. Carnegie Mellon University
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time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. Carnegie Mellon University
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117
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6.
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Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. Carnegie Mellon University
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Casassus, Jaime Pontificia Universidad Catolica de Chile Collin-Dufresne, Pierre Columbia Business School - Finance and Economics Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business
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8.
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Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business
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