Aggregate stock market behavior and investors' low risk aversion

DOI10.1016/J.JEDC.2007.10.004zbMATH Open1181.91074OpenAlexW2098622116MaRDI QIDQ844720FDOQ844720

Authors: George Li 

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.10.004

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zbMATH Keywords

catching up with the Jonesesaggregate stock behaviorlow risk aversion

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• A geometric approach to multiperiod mean variance optimization of assets and liabilities
• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
• Habit Formation and Aggregate Consumption

Cited In (1)

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