Asset Pricing with Horizon-Dependent Risk Aversion

Author:

Andries Marianne,Eisenbach Thomas M.,Schmalz Martin C.

Publisher

Elsevier BV

Reference7 articles.

1. The use of volatility measures in assessing market efficiency;R J Shiller;The Journal of Finance,1981

2. What explains household stock holdings;P Shum;Journal of Banking & Finance,2006

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