Aggregate stock market behavior and investors' low risk aversion G Li - Journal

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【全文链接或数据库名称(选填)】Aggregate stock market behavior and investors' low risk aversionG Li - Journal of Economic Dynamics and Control, 2008 - Elsevier
This paper studies whether investors' high risk aversion can be avoided in a representative-
agent model that is able to explain aggregate stock market behavior in the US financial
market. We present a consumption-based asset pricing model with a representative agent ...
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