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- W2070717384 abstract "Abstract Multiplicative habit introduces an additional consumption risk as a determinant of the equity premium, and allows time preference and habit strength, in addition to risk aversion, to affect “the price of risk.” A model combining multiplicative habit and power-expo preferences cannot be rejected." @default.
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- W2070717384 date "2007-03-01" @default.
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- W2070717384 title "Asset pricing with multiplicative habit and power-expo preferences" @default.
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- W2070717384 doi "https://doi.org/10.1016/j.econlet.2006.10.015" @default.
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