Replication package for "Existence of the Wealth-Consumption Ratio in Asset Pricing Models with Recursive Preferences" - Dataset - B2FIND

Dataset

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
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