Aggregate stock market behavior and investors' low risk aversion

DOI10.1016/j.jedc.2007.10.004zbMath1181.91074OpenAlexW2098622116MaRDI QIDQ844720

George Li

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.10.004

zbMATH Keywords

catching up with the Jonesesaggregate stock behaviorlow risk aversion

Mathematics Subject Classification ID

Cites Work

• A geometric approach to multiperiod mean variance optimization of assets and liabilities
• Habit Formation and Aggregate Consumption
• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications

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