Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
Year of publication: |
2012
|
---|---|
Authors: | Zimper, Alexander |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 36.2012, 4, p. 610-628
|
Publisher: |
Elsevier |
Subject: | Choquet expected utility theory | Portfolio choice | Fat tails | Asset pricing puzzles | Equity premium | Risk-free rate |
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