Equilibrium asset pricing with Epstein-Zin and loss-averse investors
Year of publication: |
March 2017
|
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Authors: | Guo, Jing ; He, Xue Dong |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 76.2017, p. 86-108
|
Subject: | Equilibrium asset pricing | Heterogeneous agents | Recursive utility | Loss aversion | Gain-loss ratio | Market dominance | Theorie | Theory | CAPM | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | Börsenkurs | Share price |
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