The sensitivity of risk premiums to the elasticity of intertemporal substitution
Year of publication: |
2024
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Authors: | Wu, Zhiting |
Published in: |
Financial management : FM. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 1755-053X, ZDB-ID 2254144-5. - Vol. 53.2024, 2, p. 353-390
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Subject: | consumption-based asset pricing | loss aversion | recursive preferences | Risikoprämie | Risk premium | CAPM | Substitutionselastizität | Elasticity of substitution | Risikoaversion | Risk aversion | Konsumtheorie | Consumption theory |
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