Number of the records: 1
Generalized disappointment aversion, learning, and asset prices
- 1.0481193 - NHU-C 2018 CZ eng V - Research Report
Babiak, Mykola
Generalized disappointment aversion, learning, and asset prices.
Prague: CERGE-EI, 2017. 44 s. CERGE-EI Working Paper Series, 606. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: PRVOUK-P23
Keywords : equity premium * variance and skew risk premia * volatility skew
Subject RIV: AH - Economics
https://www.cerge-ei.cz/pdf/wp/Wp606.pdf
Permanent Link: http://hdl.handle.net/11104/0276792
Number of the records: 1