Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* (Q4555636)

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scientific article; zbMATH DE number 6981927
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Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle*
scientific article; zbMATH DE number 6981927

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    Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* (English)
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    20 November 2018
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    option pricing kernel
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    reference-dependent preferences
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    volatility risk premium
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