Habit formation heterogeneity : implications for aggregate asset pricing
Eduard Dubin, Oleysa V. Grishchenko, Vasily Kartashov
| Year of publication: |
2017
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|---|---|
| Authors: | Dubin, Eduard ; Grishchenko, Olesya V. ; Kartashov, Vasily |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 38.2017, 1, p. 45-83
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| Subject: | asset pricing | consumption-based asset pricing models | external habit | internal habit | heterogeneity | time nonseparability | general equilibrium | computing equilibria | recursive solution | CAPM | Allgemeines Gleichgewicht | General equilibrium | Risikoprämie | Risk premium | Konsumtheorie | Consumption theory | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in französischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011849225