Asset Pricing in a Production Economy with Chew-Dekel Preferences
Year of publication: |
2009
|
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Authors: | CAMPANALE, Claudio ; CASTRO, Rui ; CLEMENTI, Gian Luca |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | Disappointment Aversion | Epstein–Zin | Market Price of Risk | Equity Premium | Business Cycle |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 49 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; E32 - Business Fluctuations; Cycles ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: |
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Asset Pricing in a Production Economy with Chew–Dekel Preferences
CAMPANALE, Claudio, (2009)
-
Asset Pricing in a Production Economy with Chew-Dekel Preferences
Campanale, Claudio, (2010)
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Asset Pricing in a Production Economy with ChewÐDekel Preferences
Campanale, Claudio, (2007)
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