On the consequences of state dependent preferences for the pricing of financial assets-Reference-Cited by-同舟云学术

On the consequences of state dependent preferences for the pricing of financial assets

Published:2004-09 Issue:3 Volume:1 Page:143-153
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Danthine Jean-Pierre,Donaldson John B.,Giannikos Christos,Guirguis Hany

Publisher

Elsevier BV

Subject

Finance

Reference19 articles.

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4. Danthine, J.-P., Donaldson, J.B., Giannikos, C., Guirguis, H., 2001. On the consequences of state dependent preferences for the pricing of financial assets. Mimeo. Columbia University

5. Substitution, risk aversion and the temporal behavior of consumption growth and asset returns I: Theoretical framework;Epstein;Econometrica,1989

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