Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices
and Cochrane (1999), and is therefore successful at addressing a number of stylized facts about asset prices.
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|Contact details of provider:|| Postal: Society for Economic Dynamics Marina Azzimonti Department of Economics Stonybrook University 10 Nicolls Road Stonybrook NY 11790 USA|
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"Asset pricing with heterogeneous consumers,"
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- Basak, Suleyman & Cuoco, Domenico, 1998. "An Equilibrium Model with Restricted Stock Market Participation," Review of Financial Studies, Society for Financial Studies, vol. 11(2), pages 309-41.
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