Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles

Marco Bonomo and René Garcia

No 308, Textos para discussão from Department of Economics PUC-Rio (Brazil)

Pages: 33 pages
Date: 1993-09
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Citations: View citations in EconPapers (16)

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Related works:
Working Paper: Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles (1994)
Working Paper: Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:rio:texdis:308

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