Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles

René Garcia and Marco Bonomo

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: risk; pricing (search for similar items in EconPapers)
Pages: 39 pages
Date: 1993
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Citations: View citations in EconPapers (13)

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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:mtl:montec:9334

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