Expectations-based reference-dependent preferences and asset pricing

Keyphrases

• Consumption Growth 100%
• Risk Premium 100%
• Asset Pricing 100%
• Expectation-based Reference-dependent Preferences 100%
• Heteroscedasticity 50%
• Growth Time 50%
• Time-variant 50%
• Belief Updating 50%
• Rabin 50%
• High Volatility 50%
• Risk-free Rate 50%
• Asset Pricing Implications 50%
• Loss Aversion 50%
• Preference Parameters 50%
• American Economic Review 50%
• Expectation-based Loss Aversion 50%
• Disaster Risk 50%
• Uncertain Fluctuation 50%
• Lucas Model 50%

Economics, Econometrics and Finance

• Risk Premium 100%
• Asset Pricing 100%
• Volatility 50%