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Cross-sectional asset pricing with heterogeneous preferences and beliefs
Hansen, Simon Lysbjerg - In: Journal of economic dynamics & control 58 (2015), pp. 125-151
Persistent link: https://www.econbiz.de/10011574648
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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations
Alonso, Irasema; Prado, Mauricio - In: Journal of economic dynamics & control 51 (2015), pp. 78-92
Persistent link: https://www.econbiz.de/10011474271
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The fight-or-flight response to the Joneses and inequality
Barnett, Richard C.; Bhattacharya, Joydeep; Bunzel, Helle - In: Journal of economic dynamics & control 101 (2019), pp. 187-210
Persistent link: https://www.econbiz.de/10012131053
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Does relative risk aversion vary with wealth? : evidence from households׳ portfolio choice data
Liu, Xuan; Yang, Fang; Cai, Zongwu - In: Journal of economic dynamics & control 69 (2016), pp. 229-248
Persistent link: https://www.econbiz.de/10011708541
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Volatility risk and economic welfare
Xu, Shaofeng - In: Journal of economic dynamics & control 80 (2017), pp. 17-33
Persistent link: https://www.econbiz.de/10011817622
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Equilibrium asset pricing with Epstein-Zin and loss-averse investors
Guo, Jing; He, Xue Dong - In: Journal of economic dynamics & control 76 (2017), pp. 86-108
Persistent link: https://www.econbiz.de/10011817209
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou - In: Journal of economic dynamics & control 88 (2018), pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
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Continuous-time smooth ambiguity preferences
Suzuki, Masataka - In: Journal of economic dynamics & control 90 (2018), pp. 30-44
Persistent link: https://www.econbiz.de/10011974017
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Real options with constant relative risk aversion
Henderson, Vicky; Hobson, David G. - In: Journal of economic dynamics & control 27 (2002) 2, pp. 329-355
Persistent link: https://www.econbiz.de/10001703408