Consumer Asset Pricing Model Based on Heterogeneous Consumers and the Mystery of Equity Premium
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More about this item
Keywords
CAPM; CARA; puzzle of equity premium;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2020-03-02 (Financial Markets)
- NEP-UPT-2020-03-02 (Utility Models and Prospect Theory)
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