A representative agent asset pricing model with heterogeneous beliefs and recursive utility
Masataka Suzuki
| Year of publication: |
September 2016
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|---|---|
| Authors: | Suzuki, Masataka |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 45.2016, p. 298-315
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| Subject: | Heterogeneous beliefs | Recursive utility | Equity premium | Equity volatility | Yield curve | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Erwartungsbildung | Expectation formation | Nutzenfunktion | Utility function | Anlageverhalten | Behavioural finance | Zinsstruktur | Equity-Premium-Puzzle | Equity premium puzzle | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.06.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626381