Browsing NHH Brage by Author "Mortensen, Andrea"
Now showing items 1-1 of 1
-
The equity risk premium: a solved puzzle : an emperical study of the recursive utility model with estimates for the wealth portfolio
Asghar, Shan; Mortensen, Andrea (Master thesis, 2017)In this thesis, we calibrate recursive utility models in discrete and continuous time, and find a range of plausible preference parameters for the utility discount rate (), the relative risk aversion and the elasticity ...