State dependence can explain the risk aversion puzzle
Year of publication: |
2008
|
---|---|
Authors: | Chabi-Yo, Fousseni ; Garcia, René ; Renault, Eric |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 2, p. 973-1011
|
Subject: | Risikoaversion | Risk aversion | Börsenkurs | Share price | Core | CAPM | Theorie | Theory | USA | United States | 1987-1995 |
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