[文献求助] Aggregate stock market behavior and investors' low risk aversion G Li - Journal [推广有奖]

0关注
1粉丝

已卖：1份资源

讲师

99%

还不是VIP/贵宾

威望: 0 级
论坛币: 164 个
通用积分: 0.0024
学术水平: 34 点
热心指数: 36 点
信用等级: 10 点
经验: 11075 点
帖子: 529
精华: 0
在线时间: 499 小时
注册时间: 2010-6-4
最后登录: 2016-11-28

楼主

马甲甲 发表于 2016-6-14 11:17:48 |AI写论文

1论坛币

【作者(必填)】

【文题(必填)】

【年份(必填)】

【全文链接或数据库名称(选填)】Aggregate stock market behavior and investors' low risk aversionG Li - Journal of Economic Dynamics and Control, 2008 - Elsevier
This paper studies whether investors' high risk aversion can be avoided in a representative-
agent model that is able to explain aggregate stock market behavior in the US financial
market. We present a consumption-based asset pricing model with a representative agent ...
Cited by 4 Related articles All 5 versions Web of Science: 1 Cite Save