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ArticleRisk aversion and asset prices

Larry G. Epstein1988

Article1988

Risk aversion and asset prices

Larry G. Epstein

85 citations·0/0 files stored·Journal of Monetary Economics

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

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References

1973An Intertemporal Capital Asset Pricing Model 1985The equity premium: A puzzle 1978Asset Prices in an Exchange Economy 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory 1960Stationary Ordinal Utility and Impatience 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1990Nonexpected Utility in Macroeconomics

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2003A Parsimonious Macroeconomic Model for Asset Pricing 1993Time-series tests of a non-expected-utility model of asset pricing 1991Multiple maturities and time-varying risk premia in forward exchange markets 2022Managerial risk aversion and the structure of executive compensation

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Year1988

Typearticle

Published1988-09-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations85

Files0 public / 0

ShelfEconomic theories and models

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doi10.1016/0304-3932(88)90018-9

openalex_workW2004624772

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