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Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: The review of financial studies 24 (2011) 1, pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
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Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
Bonomo, Marco; Garcia, René; Meddahi, Nour; Tédongap, … - In: The review of financial studies 24 (2010) 1, pp. 82-82
Persistent link: https://www.econbiz.de/10008762314
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Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
Bonomo, Marco; Garcia, René; Meddahi, Nour; Tédongap, … - In: The review of financial studies 24 (2013) 1, pp. 82-81
Persistent link: https://www.econbiz.de/10010113712