Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625)
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scientific article; zbMATH DE number 6915613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium asset pricing with Epstein-Zin and loss-averse investors |
scientific article; zbMATH DE number 6915613 |
Statements
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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