Generalized disappointment aversion, long-run volatility risk, and asset prices
Marco Bonomo; René Garcia; Nour Meddahi; Roméo Tédongap
| Year of publication: |
2011
|
|---|---|
| Authors: | Bonomo, Marco Antonio ; Garcia, René ; Meddahi, Nour ; Tédongap, Roméo |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 24.2011, 1, p. 82-122
|
| Subject: | CAPM | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
| 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/10008909444