Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents-Reference-Cited by-同舟云学术

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Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents

Published:2014-06 Issue: Volume:43 Page:150-159
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Park Beum-Jo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. Asset prices under habit formation and catching up with the Joneses;Abel;American Economic Review,1990

2. Discrete Choice Theory of Product Differentiation;Anderson,1993

3. The role of potential loss in the influence of affect on risk-taking behavior;Arkes;Organizational Behavior and Human Decision Processes,1988

4. Intertemporal Macroeconomics;Azariadis,1993

5. Prospect theory and asset prices;Barberis;Quarterly Journal of Economics,2001

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