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Volumn 49, Issue 1, 2002, Pages 215-228

Are behavioral asset-pricing models structural?

Author keywords

Asset pricing; Behavioral finance; Structural models

Indexed keywords


EID: 0036149237     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(01)00101-5     Document Type: Article
Times cited : (8)

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    • Prices and allocations in financial markets: Theory and evidence
    • Working Paper, California Institute of Technology
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  • 6
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    • (1995)
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  • 9
    • 0000842941 scopus 로고
    • Substitution, risk aversion, and the temporal behavior of consumption and asset returns I: A theoretical framework
    • (1989) Econometrica , vol.57 , pp. 937-969
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  • 12
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    • Essays in Positive Economics
    • University of Chicago Press, Chicago
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    • Friedman, M.1
  • 13
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    • Consumption and savings decisions with quasi-geometric discounting
    • Working Paper, Carnegie Mellon University
    • (2000)
    • Krusell, P.1    Smith A.A., Jr.2
  • 14
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    • Hyperbolic discount functions, undersaving, and savings policy
    • NBER Working Paper 5635
    • (1996)
    • Laibson, D.I.1
  • 22
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    • Whose habit is it anyway?
    • Working Paper, Carnegie Mellon University
    • (2001)
    • Tallarini, T.1
  • 24
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    • Habit formation and returns on stocks and bonds
    • Working Paper, New York University
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    • Wachter, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.