Generalized disappointment aversion, long-run volatility risk, and asset prices

Review of Financial Studies

Volumn 24, Issue 1, 2011, Pages 82-122

  Bonomo, Marco ^a   Garcia, René ^b   Meddahi, Nour ^c   Tédongap, Roméo ^d  

^a FUNDAÇÃO GETÚLIO VARGAS   (Brazil)

^b EDHEC BUSINESS SCHOOL   (France)

^c Toulouse School of Economics   (France)

^d STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78650538628     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhq116     Document Type: Article

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