Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Yu Chen; Thomas F. Cosimano; Alex A. Himonas
| Year of publication: |
2008
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|---|---|
| Authors: | Chen, Yu ; Cosimano, Thomas F. ; Himonas, Alex A. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 3, p. 305-344
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| Subject: | CAPM | Stochastischer Prozess | Stochastic process | Equity-Premium-Puzzle | Equity premium puzzle | Anlageverhalten | Behavioural finance | Theorie | Theory | USA | United States | 1878-2002 | 1946-2003 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003714672