In search of preference shock risks : Evidence from longevity risks and momentum profits
Zhanhui Chen, Bowen Yang
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Zhanhui ; Yang, Bowen |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 133.2019, 1, p. 225-249
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| Subject: | Consumption-based models | Equity durations | Longevity risk | Momentum profits | Time-preference shocks | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Schock | Shock | Risiko | Risk | Kapitaleinkommen | Capital income | Risikomodell | Risk model | CAPM | Börsenkurs | Share price | Intertemporale Entscheidung | Intertemporal choice |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012164076