Habit formation and the equity-premium puzzle: a skeptical view
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Publication:665776
DOI10.1007/S10436-006-0041-3zbMATH Open1233.91093OpenAlexW2140856720MaRDI QIDQ665776FDOQ665776
Authors: Stefano G. Athanasoulis, Oren Sussman 
Publication date: 6 March 2012
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-006-0041-3
Recommendations
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Cites Work
Cited In (13)
- Equity premium with distorted beliefs: a puzzle
- Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
- Predictability and habit persistence
- Consumption and saving with habit formation and durability.
- Intertemporal substitution and equity premium
- Risky asset allocation and consumption rule in the presence of background risk and insurance markets
- Asset pricing with multiplicative habit and power-expo preferences
- Occupational choice and the private equity premium puzzle
- A resolution of the equity premium puzzle
- Asset Prices in an Exchange Economy with Habit Formation
- The equity premium: a deeper puzzle
- Why do risk premia vary over time? a theoretical investigation under habit formation
- Utility-implied term structures of equity risk premia
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