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The equity premium puzzle and decreasing relative risk aversion
Roche, Maurice J. - 2005
Persistent link: https://www.econbiz.de/10002684342
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.; Engle, Robert F. - In: Journal of monetary economics 57 (2010) 4, pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
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Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David; Stracca, Livio - In: Journal of economic behavior & organization : JEBO 64 (2007) 2, pp. 250-268
Persistent link: https://www.econbiz.de/10003559732
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Can ambiguity aversion solve the equity premium puzzle? : survey evidence from international data
Rieger, Marc Oliver; Wang, Mei - In: Finance research letters 9 (2012) 2, pp. 63-72
Persistent link: https://www.econbiz.de/10009615900
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Do wages really compensate for risk aversion and skewness affection?
Hartog, Joop; Vijverberg, Wim P. M. - 2002
Utility theory suggests that foreseeable risk should increase the compensation for work. This paper expands on this … notion: on basis of utility theory, people should care not only about risk but also about the skewness in the distribution of …
Persistent link: https://www.econbiz.de/10011405939
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Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David; Stracca, Livio - 2003
Persistent link: https://www.econbiz.de/10001724668
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Disappointment aversion and the equity premium puzzle : explaining the pattern of asset returns in the USA since 1800
Pemberton, James - 1995
Persistent link: https://www.econbiz.de/10000911559
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Time-varying risk aversion and forecastability of the US term structure of interest rates
Bouri, Elie; Gupta, Rangan; Majumdar, Anandamayee; … - In: Finance research letters 42 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014582612
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Do wages really compensate for risk aversion and skewness affection?
Hartog, Joop; Vijverberg, Wim P. M. - 2002
Persistent link: https://www.econbiz.de/10001672508
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Industrial tail exposure risk and asset price : evidence from US REITs
Song, Jeongseop; Liow, Kim Hiang - In: Real estate economics 51 (2023) 5, pp. 1209-1245
Persistent link: https://www.econbiz.de/10014368743