Loss aversion, asymmetric market comovements, and the home bias
Year of publication: |
2010
|
---|---|
Authors: | Amonlirdviman, Kevin ; Carvalho, Carlos Viana de |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Risikoaversion | Risk aversion | Portfoliodiversifikation | Portfolio diversification | Equity-Premium-Puzzle | Equity premium puzzle |
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