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  • Search: subject:"regime-dependent preferences"
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Subject
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Anlageverhalten 1 Asset pricing puzzles 1 Behavioural finance 1 Business cycle 1 Börsenkurs 1 CAPM 1 Dividend 1 Dividende 1 Equity premium puzzle 1 Equity-Premium-Puzzle 1 Estimation 1 Incomplete information 1 Konjunktur 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Share price 1 Theorie 1 Theory 1 Unvollkommene Information 1 Volatility 1 Volatilität 1 Yield curve 1 Zinsstruktur 1 bond volatility 1 dividend strips 1 equity premium 1 equity volatility 1 implied recession probability 1 incomplete information 1 recession detection 1 regime-dependent preferences 1 riskless rate 1 term structure 1
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Undetermined 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Berrada, Tony 1 Detemple, Jérôme B. 1 Rindisbacher, Marcel 1
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Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1
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ECONIS (ZBW) 1
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Asset pricing with regime-dependent preferences and learning
Berrada, Tony; Detemple, Jérôme B.; Rindisbacher, Marcel - 2013
and regime-dependent preferences. Variations in risk attitudes have fundamental effects on the structure of equilibrium …
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