Intertemporal utility models for asset pricing : reference levels and individual heterogeneity
dc.contributor.advisor | Garcia, René | |
dc.contributor.author | Semenov, Andrei | |
dc.date.accessioned | 2006-09-21T15:58:58Z | |
dc.date.available | 2006-09-21T15:58:58Z | |
dc.date.issued | 2004 | |
dc.date.submitted | 2003 | |
dc.identifier.uri | http://hdl.handle.net/1866/175 | |
dc.subject | Agent représentatif | |
dc.subject | Assurance de consommation incomplète | |
dc.subject | Aversion relative au risque | |
dc.subject | Élasticité de substitution intertemporelle | |
dc.subject | Expansion de Taylor | |
dc.subject | Niveau de référence | |
dc.subject | Participation limitée | |
dc.subject | Prime de risque sur les actions | |
dc.subject | Taux sans risque | |
dc.title | Intertemporal utility models for asset pricing : reference levels and individual heterogeneity | |
dc.type | Thèse ou mémoire / Thesis or Dissertation | |
etd.degree.discipline | Sciences économiques | fr |
etd.degree.grantor | Université de Montréal | fr |
etd.degree.level | Doctorat / Doctoral | |
etd.degree.name | Ph. D. | |
dcterms.description | Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal. | fr |
dcterms.language | eng |
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