Asset pricing with regime-dependent preferences and learning
Year of publication: |
2013
|
---|---|
Authors: | Berrada, Tony ; Detemple, Jérôme B. ; Rindisbacher, Marcel |
Publisher: |
Genève : Swiss Finance Inst. |
Subject: | Asset pricing puzzles | regime-dependent preferences | incomplete information | equity premium | riskless rate | equity volatility | term structure | bond volatility | dividend strips | implied recession probability | recession detection | CAPM | Volatilität | Volatility | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Konjunktur | Business cycle | Schätzung | Estimation | Börsenkurs | Share price | Dividende | Dividend | Unvollkommene Information | Incomplete information | Präferenztheorie | Theory of preferences | Equity-Premium-Puzzle | Equity premium puzzle |
Extent: | Online-Ressource (76 S.) graph. Darst. |
---|---|
Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 13,44 Swiss Finance Institute Research Paper ; No. 13-44 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.2139/ssrn.2313807 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Does smooth ambiguity matter for asset pricing?
Gallant, A. Ronald, (2018)
-
Disaster recovery and the term structure of dividend strips
Hasler, Michael, (2016)
-
Risk Premia and the VIX Term Structure
Johnson, Travis L., (2018)
- More ...
-
Asset pricing with beliefs-dependent risk aversion and learning
Berrada, Tony, (2018)
-
Volatility during the COVID-19 Pandemic
Berrada, Tony, (2023)
-
Trading Volume in Dynamically Effcient Markets
Berrada, Tony, (2005)
- More ...