Although elegant and stunning from a theoretical perspective, the Recovery Theorem of Ross (2013) imposes economically implausible bounding restrictions on state vector dynamics. In this paper, we first explain why bounding permits recovery: although derivative prices are solutions to partial differential equations expressed in terms of risk-neutral drifts which entangle elements of actual drifts and risk aversion, the imposed boundary conditions allow these two components to be separately identified. More importantly, we show that for many of the models studied in the literature (e.g., Epstein-Zin (1989) preferences with time-varying expected consumption growth and jump intensity), recovery of drifts and preference parameters are possible without imposing boundedness on state vector dynamics.