Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion
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DOI: 10.24149/wp1309
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As found by EconAcademics.org, the blog aggregator for Economics research:- Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion
by Christian Zimmermann in NEP-DGE blog on 2013-11-21 10:45:24
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Cited by:
- Bidder, R.M. & Smith, M.E., 2018.
"Doubts and variability: A robust perspective on exotic consumption series,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 689-712.
- Rhys M. Bidder & Matthew E. Smith, 2013. "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series 2013-28, Federal Reserve Bank of San Francisco.
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Keywords
Interest rates; Financial markets;NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2013-11-14 (Dynamic General Equilibrium)
- NEP-EXP-2013-11-14 (Experimental Economics)
- NEP-UPT-2013-11-14 (Utility Models and Prospect Theory)
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