Asset pricing with endogenous beliefs-dependent risk aversion
Rachida Ouysse
| Year of publication: |
2023
|
|---|---|
| Authors: | Ouysse, Rachida |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 2, p. 368-411
|
| Subject: | pricing errors | business cycle | beliefs-dependent preferences | risk aversion | countercyclical | isoelastic preferences | Risikoaversion | Risk aversion | CAPM | Präferenztheorie | Theory of preferences | Konjunktur | Business cycle | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbab003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314752