Extending the demand system approach to asset pricing
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DOI: 10.1007/s11408-024-00463-4
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- Gehrig, Thomas & Sögner, Leopold, 2022. "Extending the Demand System Approach to Asset Pricing," CEPR Discussion Papers 17743, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Parametric portfolio policy; Expected utility; Risk aversion;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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