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Temporal risk aversion and asset prices
Heuvel, Skander van den - 2008
Persistent link: https://www.econbiz.de/10003830171
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Equity premium with habits, wealth inequality and background risk
Giannikos, Christos; Koimisis, Georgios - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-15
risk premium. We show that the dynamics of external additive habits with wealth inequality are complex when a background … risk is present. It is ambiguous whether wealth inequality will increase or decrease the equity premium even when the … income uncertainty is low. This result extends literature by suggesting that wealth inequality has a small role in explaining …
Persistent link: https://www.econbiz.de/10012626100
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Nobel lecture : uncertainty outside and inside economic models
Hansen, Lars Peter - In: Journal of political economy 122 (2014) 5, pp. 945-987
Persistent link: https://www.econbiz.de/10010471003
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Saving-based asset pricing and leisure
Dreyer, Johannes Kabderian; Schneider, Johannes; Smith, … - In: Annals of economics and finance 21 (2020) 2, pp. 507-526
Persistent link: https://www.econbiz.de/10012647888
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Temporal risk aversion and asset prices
Heuvel, Skander van den (contributor) - 2008 - This version: May, 2008
Persistent link: https://www.econbiz.de/10003737809
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Human capital, weak identification, and asset pricing
Zhang, Qiang - In: Journal of money, credit and banking : JMCB 38 (2006) 4, pp. 873-899
Persistent link: https://www.econbiz.de/10003343651
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Saving-based asset-pricing
Dreyer, Johannes Kabderian; Schneider, Johannes; Smith, … - In: Journal of banking & finance 37 (2013) 9, pp. 3704-3715
Persistent link: https://www.econbiz.de/10010126286
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Another look at the equity risk premium puzzle
Bamberg, Günter; Heiden, Sebastian - In: German economic review 16 (2015) 4, pp. 490-501
Persistent link: https://www.econbiz.de/10011392268
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w-MPS risk aversion and the CAPM
Boyle, Phelim P.; Ma, Chenghu - In: Theoretical economics letters 3 (2013) 6, pp. 306-316
Persistent link: https://www.econbiz.de/10010257467
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Household consumption smoothing through equity investment in the USA and Japan : an empirical examination of the consumption-capital asset pricing model (C-CAPM)
Setiawan, Kusdhianto - In: International journal of economics and business research 7 (2014) 1, pp. 72-103
Persistent link: https://www.econbiz.de/10010351549