Intertemporal utility models for asset pricing : reference levels and individual heterogeneity

Semenov, Andrei

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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Thèses et mémoires électroniques de l’Université de Montréal [24401]
Faculté des arts et des sciences – Département de sciences économiques - Thèses et mémoires [334]

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