Myopic Loss Aversion, the Equity Premium Puzzle, and GARCH
Year of publication: |
2005
|
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Authors: | Ågren, Martin |
Publisher: |
Uppsala : Uppsala University, Department of Economics |
Subject: | Risikoaversion | Börsenkurs | Prospect Theory | ARCH-Modell | Schätzung | Schweden | Entscheidung bei Risiko | Prospect theory | loss aversion | equity premium | GARCH |
Series: | Working Paper ; 2005:11 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 482803576 [GVK] hdl:10419/82678 [Handle] RePEc:hhs:uunewp:2005_011 [RePEc] |
Classification: | C22 - Time-Series Models ; G11 - Portfolio Choice |
Source: |
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