Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility

Journal of Monetary Economics

Volumn 52, Issue 8, 2005, Pages 1497-1515

  Meyer, Donald J ^a   Meyer, Jack ^b  

^a WESTERN MICHIGAN UNIVERSITY   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Equity premium puzzle; Habit formation; Relative risk aversion

Indexed keywords

EID: 29444451237     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2004.09.004     Document Type: Article

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