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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| Property / OpenAlex ID: W2070717384 / rank | |||
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| Property / cites work: Q4230831 / rank | |||
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| Property / cites work: Solving consumption models with multiplicative habits / rank | |||
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| Property / cites work: Q4794153 / 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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing with multiplicative habit and power-expo preferences |
scientific article |
Statements
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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