On the consequences of state dependent preferences for the pricing of financial assets
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- Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2002. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," Cahiers de Recherches Economiques du Département d'économie 02.17, Université de Lausanne, Faculté des HEC, Département d’économie.
- Danthine, Jean-Pierre & Donaldson, John B & Giannikos, Chrisos & Guirguis, Hany, 2003. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," CEPR Discussion Papers 3697, C.E.P.R. Discussion Papers.
- Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2004. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," FAME Research Paper Series rp73, International Center for Financial Asset Management and Engineering.
References listed on IDEAS
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Cited by:
- Danthine, Jean-Pierre & Donaldson, John B. & Giannikos, Christos & Guirguis, Hany, 2004.
"On the consequences of state dependent preferences for the pricing of financial assets,"
Finance Research Letters, Elsevier, vol. 1(3), pages 143-153, September.
- Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2002. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," Cahiers de Recherches Economiques du Département d'économie 02.17, Université de Lausanne, Faculté des HEC, Département d’économie.
- Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2004. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," FAME Research Paper Series rp73, International Center for Financial Asset Management and Engineering.
- Danthine, Jean-Pierre & Donaldson, John B & Giannikos, Chrisos & Guirguis, Hany, 2003. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," CEPR Discussion Papers 3697, C.E.P.R. Discussion Papers.
- Falato, Antonio, 2009.
"Happiness maintenance and asset prices,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1247-1262, June.
- Antonio Falato, 2003. "Happiness Maintenance and Asset Prices," Finance 0310003, University Library of Munich, Germany.
- Miroslav Misina, 2003.
"What does the risk-appetite index measure?,"
Economics Bulletin, AccessEcon, vol. 28(6), pages 1-6.
- Miroslav Misina, 2003. "What Does the Risk-Appetite Index Measure?," Staff Working Papers 03-23, Bank of Canada.
- Miroslav Misina, 2005. "Risk Perceptions and Attitudes," Staff Working Papers 05-17, Bank of Canada.
- Traian A. Pirvu & Huayue Zhang, 2012. "A Multi Period Equilibrium Pricing Model," Papers 1205.6193, arXiv.org.
- Felix Kubler & Karl Schmedders, 2010.
"Non-parametric counterfactual analysis in dynamic general equilibrium,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181-200, October.
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- Falato, Antonio, 2009.
"Happiness maintenance and asset prices,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1247-1262, June.
- Antonio Falato, 2003. "Happiness Maintenance and Asset Prices," Finance 0310003, University Library of Munich, Germany.
- Antonio Falato, 2008. "Happiness maintenance and asset prices," Finance and Economics Discussion Series 2008-19, Board of Governors of the Federal Reserve System (U.S.).
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- Kraus, Alan & Sagi, Jacob S., 2006. "Asset pricing with unforeseen contingencies," Journal of Financial Economics, Elsevier, vol. 82(2), pages 417-453, November.
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- Dominique Pépin & Stephen M. Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers 2020-09, University of Connecticut, Department of Economics.
- Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel, 2018. "Asset pricing with beliefs-dependent risk aversion and learning," Journal of Financial Economics, Elsevier, vol. 128(3), pages 504-534.
- John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.
More about this item
JEL classification:
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G00 - Financial Economics - - General - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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