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Equilibrium asset prices with undiversifiable labor income risk · Study

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ArticleEquilibrium asset prices with undiversifiable labor income risk

Philippe Weil1992

Article1992

Equilibrium asset prices with undiversifiable labor income risk

107 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Economic theories and models Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1985The equity premium: A puzzle 1978Asset Prices in an Exchange Economy 1964Risk Aversion in the Small and in the Large 1990Habit Formation: A Resolution of the Equity Premium Puzzle 1985An Intertemporal General Equilibrium Model of Asset Prices 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE 1970The Effect of Uncertainty on Saving Decisions 1991Standard Risk Aversion

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2003Dynamic Equilibrium with Liquidity Constraints 2001The importance of the number of different agents in a heterogeneous asset-pricing model 1992The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model 2001Incomplete Markets and Volatility 2004Financial Innovation, Market Participation, and Asset Prices 2002Can output explain the predictability and volatility of stock returns?

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Year1992

Typearticle

Published1992-07-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations107

Files0 public / 0

ShelfEconomic theories and models

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doi10.1016/0165-1889(92)90057-l

openalex_workW2889608956

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