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Can heterogeneity, undiversified risk, and trading frictions solve the equity premium puzzle?
Heaton, John, (2008)
Inequality, disaster risk, and the great recession
Kim, Heejeong, (2022)
Best-estimates in bond markets with reinvestment risk
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Portfolio choice and asset prices : the importance of entrepreneurial risk
Heaton, John, (2000)
Portfolio choice in the presence of background risk
Stock prices and fundamentals