Equity Premium Puzzle: The Distributional Approach
Author:
Safronova Nadezhda
Reference77 articles.
1. Abel, A.B. (1990), “Asset prices under habit formation and catching up with the Joneses”, A.E.R. Papers and Proceedings 80:38–42.
2. Aiyagari, S.R., and M. Gertler (1991), “Asset returns with transactions costs and uninsured individual risk”, Journal of Monetary Economics 27:311–331.
3. Alvarez, F., and U. Jermann (2000), “Asset pricing when risk sharing is limited by default”, Econometrica 48:775–797.
4. Attanasio, O.P., Banks, J. and Tanner, S. (2002). “Asset holding and consumption volatility”. Journal of Political Economy 110: 771–792.
5. Artzner, P., Delbaen, F., Eber, J.-M., and Heath, D. (1999). “Coherent Measures of Risk,” Mathematical Finance 9: 203–228.