A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Kaifeng Li, Bobo Xia, Zhaoxuan Guo
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Kaifeng ; Xia, Bobo ; Guo, Zhaoxuan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 94.2021, p. 235-243
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| Subject: | Asset pricing | Consumption growth | Disappointment aversion | Equity premium | Uncertainty | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Risiko | Risk | Risikoaversion | Risk aversion | Privater Konsum | Private consumption | Schock | Shock | Aktienmarkt | Stock market | Konsum | Consumption |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.09.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012694760