Asset prices under habit formation and reference-dependent preferences

Motohiro Yogo

Year of publication:	2007
Other Persons:	Yogo, Motohiro (contributor)
Publisher:	Philadelphia, Pa. : Rodney L. White Center for Financial Research
Subject:	CAPM \| Privater Konsum \| Private consumption \| Kapitaleinkommen \| Capital income \| Verlust \| Loss \| Risikoprämie \| Risk premium \| Risikoaversion \| Risk aversion \| Equity-Premium-Puzzle \| Equity premium puzzle \| Theorie \| Theory

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