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Volumn 8, Issue 5, 2004, Pages 617-632

Effects of differences in risk aversion on the distribution of wealth

Author keywords

Heterogeneous Agents; Risk Aversion; Wealth Distribution

Indexed keywords


EID: 10444269413     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100504040052     Document Type: Review
Times cited : (14)

References (15)
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    • Risk aversion and asset prices
    • Epstein, L. (1988) Risk aversion and asset prices. Journal of Monetary Economics 22, 179-192.
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    • Epstein, L.1
  • 7
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    • Epstein, L.1    Hynes, A.2
  • 8
    • 0000842941 scopus 로고
    • Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework
    • Epstein, L. & S. Zin (1989) Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework. Econometrica 57, 937-969.
    • (1989) Econometrica , vol.57 , pp. 937-969
    • Epstein, L.1    Zin, S.2
  • 9
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    • Substitution, risk aversion and the temporal behavior of consumption and asset returns: An empirical analysis
    • Epstein, L. & S. Zin (1991) Substitution, risk aversion and the temporal behavior of consumption and asset returns: An empirical analysis. Journal of Political Economy 99, 263-286.
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    • Epstein, L.1    Zin, S.2
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    • A mathematical theory of savings
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    • Ramsey, F.1
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    • Risk-sensitive real business cycles
    • Tallarini, T. (2000) Risk-sensitive real business cycles. Journal of Monetary Economics 45, 507-532.
    • (2000) Journal of Monetary Economics , vol.45 , pp. 507-532
    • Tallarini, T.1
  • 14
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    • The term structure of interest rates in a pure exchange economy with heterogeneous investors
    • Wang, J. (1996) The term structure of interest rates in a pure exchange economy with heterogeneous investors. Journal of Financial Economics 41, 75-110.
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    • Wang, J.1
  • 15
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    • The equity premium puzzle and the risk-free rate puzzle
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    • Weil, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.