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On consumption bunching under Campbell-Cochrane habit formation
Ljungqvist, Lars, (1999)
Nonaddictive habit formation and the equity premium puzzle
Shrikhande, Milind M., (1996)
Asset price and consumption : habit persistence, durability, and multiple goods
Iwata, Kazumasa, (1998)
Arbitrage and investment opportunities
Jouini, Elyès, (1998)
Arbitrage pricing of derivatives with bounds on the underlying securities
Continuous time equilibrium pricing of nonredundant assets