Survey Expectations and the Equilibrium Risk-Return Trade Off
Year of publication: |
2015
|
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Authors: | Marfè, Roberto |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | risk-return trade off | survey expectations | general equilibrium | optimism | asset pricing puzzles | heterogeneous preferences | closed-form expression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 408 64 pages |
Classification: | D51 - Exchange and Production Economies ; D53 - Financial Markets ; D83 - Search, Learning, Information and Knowledge ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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