Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625)

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scientific article; zbMATH DE number 6915613
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Equilibrium asset pricing with Epstein-Zin and loss-averse investors
scientific article; zbMATH DE number 6915613

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    Equilibrium asset pricing with Epstein-Zin and loss-averse investors (English)
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    9 August 2018
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    equilibrium asset pricing
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    heterogeneous agents
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    recursive utility
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    loss aversion
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    gain-loss ratio
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    market dominance
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