Keyphrases
Recursive Utility
100%
Continuous-time
63%
Scale Invariant
45%
Consumption-portfolio Choice
45%
Trading Constraints
45%
Stochastic Differential Utility
43%
Optimality Conditions
40%
Asymmetric Information
39%
Risk Aversion
37%
Asset Pricing
37%
Recursive Preferences
35%
Lifetime Consumption
35%
Homothetic
32%
Optimal Consumption
32%
First-order Conditions
31%
Uncertainty Resolution
30%
Gradient Approach
30%
Constant Relative Risk Aversion
30%
Conditional Preferences
30%
Asset Pricing Theory
30%
Expected Utility
26%
Choice under Uncertainty
22%
Classification number
22%
Literature Classification
22%
Securities Markets
22%
Markovian
22%
Price Dynamics
22%
Incomplete Markets
22%
Translation Invariant
22%
Additive Aggregation
22%
Scale Invariance
21%
State Prices
20%
Subjective Expected Utility
20%
Portfolio Optimization
18%
Poisson
17%
Kreps
16%
Defaultable Security
15%
Attitudes toward Uncertainty
15%
Term Structure Models
15%
Rational Expectations Equilibrium
15%
Informational Efficiency
15%
Aggregation Efficiency
15%
Smooth Ambiguity Aversion
15%
Dynamic Portfolio
15%
Portfolio Theory
15%
Foundational Issues
15%
Security Pricing
15%
Backward SDEs
15%
General Attitudes
15%
Equilibrium Allocation
15%
Economics, Econometrics and Finance
Continuous Time
78%
Price
71%
Asset Pricing
65%
Portfolio Choice
54%
Pricing
49%
Asymmetric Information
39%
Consumer Demand Theory
33%
Incomplete Market
30%
Price Theory
30%
Securities Market
27%
Portfolio Selection
20%
Financial Market
15%
Market Value
15%
Portfolio Theory
15%
Informational Efficiency
15%
Habit-Persistence Hypothesis
15%
Financial Economics
15%
Rational Expectation
15%
Information Value
15%
Allocative Efficiency
15%
Choice Modeling
15%
Yield Curve
15%
Wealth
12%
CAPM
10%
Utility Function
7%
Levy Process
7%
Dynamic Programming
7%
Market Structure
5%
Nonlinearity
5%
Comparative Statics
5%