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

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Property / full work available at URL: https://doi.org/10.1016/j.econlet.2006.10.015 / 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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