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Search: subject:"Consumption based asset pricing model"
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ECONIS (ZBW)
12
RePEc
10
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21
Asset Prices Under Prospect Theory and Habit Formation
Hung, Mao-Wei
;
Wang, Jr-Yan
- In:
Review of Pacific Basin Financial Markets and Policies …
08
(
2005
)
01
,
pp. 1-29
In this paper, we develop a
consumption-based
asset
pricing
model
motivated by prospect theory, where habit formation …
Persistent link: https://www.econbiz.de/10004970145
Saved in:
22
Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
4
,
pp. 937-969
Persistent link: https://www.econbiz.de/10001070938
Saved in:
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