These supplemental materials include additional bibliographical and technical details on the themes brought up in the main text: (https://ssrn.com/abstract=3744410) the consumption-based asset pricing models, as well as the concept of shrinkage. A description of data sources is also given here

Full paper available at: 'https://ssrn.com/abstract=3118395' https://ssrn.com/abstract=3118395These supplemental materials include additional bibliographical and technical details on the themes brought up in the main text: the consumption-based asset pricing models, as well as the concept of...

These supplemental materials include additional bibliographical and technical details on the themes brought up in the main text: the consumption-based asset pricing models, as well as the concept of shrinkage. A description of data sources is also given here

These supplemental materials contain additional plots of empirical and model-implied CEs as well as posterior mean and probability weighting functions. They present statistical analysis of detected regime changes. They include additional bibliographical and technical details on the themes...

These supplemental materials contain additional plots of empirical and model-implied CEs as well as posterior mean and probability weighting functions. They present statistical analysis of detected regime changes. They also include additional bibliographical and technical details on the themes...