Consumption and asset returns under non-expected utility

Author:

Bufman Gil,Leiderman Leonardo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference11 articles.

1. Risk aversion and asset prices;Epstein;Journal of Monetary Economics,1988

2. Substitution, risk aversion, and the temporal behavior of consumption and asset returns I: A theoretical framework;Epstein;Econometrica,1989

3. Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis;Epstein,1989

4. RINCE preferences;Farmer;Quarterly Journal of Economics,1990

5. Time-series tests of a non-expected utility model of asset pricing;Giovannini,1989

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