Reference-dependent preferences and the empirical pricing kernel puzzle
Maria Grith, Wolfgang K. Härdle, and Volker Krätschmer
| Year of publication: |
March 2017
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|---|---|
| Authors: | Grith, Maria ; Härdle, Wolfgang ; Krätschmer, Volker |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 1, p. 269-298
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| Subject: | Anlageverhalten | Behavioural finance | Risikopräferenz | Risk attitude | Finanzmarkt | Financial market | Dynamisches Gleichgewicht | Dynamic equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfv062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011778588