Browsing Titles index "Asset Pricing in a Production Economy with Chew–Dekel Preferences"
Now showing items 1-1 of 1
(Université de Montréal. Département de sciences économiques., 2009-05)In this paper we provide a thorough characterization of the asset returns implied by a simple general equilibrium production economy with Chew–Dekel risk preferences and convex capital adjustment costs. When households display levels of disappointment ...