Evidence for state and time nonseparable preferences : the case of Finland
Year of publication: |
2013
|
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Authors: | Virk, Nader Shahzad |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 22/24, p. 1821-1838
|
Subject: | power utility | iterated GMM | risk premia | habit aggregation | risk factor | specification errors | Finnland | Finland | Risikoprämie | Risk premium | Theorie | Theory | CAPM | Schätzung | Estimation | Risiko | Risk | Momentenmethode | Method of moments | Aggregation |
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