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Consumption-Based Asset Pricing with Prospect Theory and Habit Formation - MaRDI portal

Consumption-Based Asset Pricing with Prospect Theory and Habit Formation (Q5139461)

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scientific article; zbMATH DE number 7283260
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Consumption-Based Asset Pricing with Prospect Theory and Habit Formation
scientific article; zbMATH DE number 7283260

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    Consumption-Based Asset Pricing with Prospect Theory and Habit Formation (English)
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    9 December 2020
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    prospect theory
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    habit formation
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    loss aversion
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    consumption-based asset pricing model
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