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Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,”

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  • PIETRO VERONESI

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  • Pietro Veronesi, "undated". "Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,”," CRSP working papers 529, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  • Handle: RePEc:wop:chispw:529
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    File URL: http://gsbwww.uchicago.edu/fac/finance/papers/utility.pdf
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    11. John Y. Campbell & John Cochrane, 1999. "Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," Journal of Political Economy, University of Chicago Press, vol. 107(2), pages 205-251, April.
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