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Volumn 13, Issue 2, 2010, Pages 379-402

Asset pricing in a production economy with Chew-Dekel preferences

Author keywords

Business cycle; Disappointment aversion; Epstein Zin; Equity premium; First order risk aversion; Market price of risk

Indexed keywords


EID: 77549084809     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2009.06.005     Document Type: Article
Times cited : (48)

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