Asset pricing with beliefs-dependent risk aversion and learning
Year of publication: |
June 2018
|
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Authors: | Berrada, Tony ; Detemple, Jérôme B. ; Rindisbacher, Marcel |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 128.2018, 3, p. 504-534
|
Subject: | Asset pricing puzzles | Beliefs-dependent risk aversion | Equity premium | Risk-free rate | Volatility | Theorie | Theory | CAPM | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle | Volatilität | Risiko | Risk |
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