LeatherSagiKnowledgebase

Tag: Markov-switching

1 item with this tag.

  • Apr 13, 2026

    Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices

    • asset-pricing
    • long-run-risk
    • disappointment-aversion
    • equity-premium
    • Markov-switching
    • recursive-utility

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