Asset pricing with multiplicative habit and power-expo preferences (Q1929843): Difference between revisions

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Property / cites work: Solving consumption models with multiplicative habits / rank
 
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Property / cites work: An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications / rank
 
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Latest revision as of 01:29, 6 July 2024

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Asset pricing with multiplicative habit and power-expo preferences
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    Asset pricing with multiplicative habit and power-expo preferences (English)
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    9 January 2013
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    asset pricing
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    internal multiplicative habit
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    power-expo preferences
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    risk aversion
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    equity premium puzzle
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