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Chapter 61 Intertemporal Substitution and Risk Aversion · Study

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ChapterChapter 61 Intertemporal Substitution and Risk Aversion

Lars Peter Hansen2007

Chapter2007

Chapter 61 Intertemporal Substitution and Risk Aversion

Lars Peter Hansen · J.B. Heaton · Junghoon Lee · Nikolai L. Roussanov

107 citations·0/0 files stored·Handbook of econometrics

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Economic theories and models Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1992The Cross-Section of Expected Stock Returns 1973An Intertemporal Capital Asset Pricing Model 1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1978Asset Prices in an Exchange Economy 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?

Cited by

2012Recursive utility in a Markov environment with stochastic growth 2023A One-Factor Model of Corporate Bond Premia 2012An Intertemporal CAPM with Stochastic Volatility 2024Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 2014Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty 2021Childbearing postponement, its option value, and the biological clock

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Details

Year2007

Typechapter

Published2007-01-01

VenueHandbook of econometrics

ISSN-L1573-4412

Languageen

Citations107

Files0 public / 0

ShelfEconomic theories and models

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doi10.1016/s1573-4412(07)06061-8

openalex_workW1574413710

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