Asset pricing with multiplicative habit and power-expo preferences
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Publication:1929843
DOI10.1016/j.econlet.2006.10.015zbMath1254.91195MaRDI QIDQ1929843
Publication date: 9 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.10.015
asset pricing; risk aversion; equity premium puzzle; internal multiplicative habit; power-expo preferences
91B64: Macroeconomic theory (monetary models, models of taxation)
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