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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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Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models
Fisher, Mark - 1999
Persistent link: https://www.econbiz.de/10001427379
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Consumption and asset prices with homothetic recursive preferences
Fisher, Mark; Gilles, Christian - 1999
Persistent link: https://www.econbiz.de/10001427381
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Heterogeneous beliefs with preference interdependence and asset pricing
Hu, Duni; Wang, Hailong - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10014535320
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Risk-adjusted option-implied moments
Brinkmann, Felix; Korn, Olaf - In: Review of derivatives research 21 (2018) 2, pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
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Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2014 - This version: February 15, 2014
In this paper, we study the effect of proportional transaction costs on consumption-portfolio decisions and asset prices in a dynamic general equilibrium economy with a financial market that has a single-period bond and two risky stocks, one of which incurs the transaction cost. Our model has...
Persistent link: https://www.econbiz.de/10010250161
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Disappointment aversion and the equity premium puzzle : new international evidence
Xie, Yuxin; Pantelous, Athanasios A.; Florackis, Chris - In: The European journal of finance 22 (2016) 10/12, pp. 1189-1203
Persistent link: https://www.econbiz.de/10011715339
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Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs
Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2015 - This version: February 2015
In this paper, we study the effect of proportional transaction costs on consumption- portfolio decisions and asset prices in a dynamic general equilibrium economy with a financial market that has a single-period bond and two risky stocks, one of which incurs the transaction cost. Our model has...
Persistent link: https://www.econbiz.de/10012061082
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How much and how fast do investors respond to equity premium changes? : evidence from wealth taxation
Fagereng, Andreas; Guiso, Luigi; Ring, Marius - 2023
Persistent link: https://www.econbiz.de/10014311002
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How much and how fast do investors respond to equity premium changes? : evidence from wealth taxation
Fagereng, Andreas; Guiso, lg; Ring, Marius A. K. - 2023
Persistent link: https://www.econbiz.de/10013479480