Asset pricing with multiplicative habit and power-expo preferences
William T. Smith; Qiang Zhang
| Year of publication: |
2007
|
|---|---|
| Authors: | Smith, William T. ; Zhang, Qiang |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 94.2007, 3, p. 319-325
|
| Subject: | CAPM | Risikoaversion | Risk aversion | Equity-Premium-Puzzle | Equity premium puzzle | Anlageverhalten | Behavioural finance | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003436725