Asset pricing with multiplicative habit and power-expo preferences
type: Item
instance of: scholarly article
title: Asset pricing with multiplicative habit and power-expo preferences
zbMATH Open document ID: 1254.91195
author: William T. Smith
author: Qiang Zhang
published in: Economics Letters
publication date: 2013-01-09T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6123850
zbMATH Keywords: asset pricing
zbMATH Keywords: internal multiplicative habit
zbMATH Keywords: power-expo preferences
zbMATH Keywords: risk aversion
zbMATH Keywords: equity premium puzzle
MaRDI profile type: Publication
full work available at URL: j.econlet.2006.10.015
OpenAlex ID: W2070717384
cites work: Q4230831
cites work: Solving consumption models with multiplicative habits
cites work: Q4794153
cites work: An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
DOI: 10.1016/J.ECONLET.2006.10.015
description: scientific article; zbMATH DE number 6123850