Asset pricing with multiplicative habit and power-expo preferences (Q1929843)
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scientific article; zbMATH DE number 6123850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing with multiplicative habit and power-expo preferences |
scientific article; zbMATH DE number 6123850 |
Statements
Asset pricing with multiplicative habit and power-expo preferences (English)
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9 January 2013
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asset pricing
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internal multiplicative habit
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power-expo preferences
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risk aversion
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equity premium puzzle
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