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Tag: equity-premium
2 items with this tag.
Apr 13, 2026
GDA preferences with long-run volatility risk alone explain the equity premium
asset-pricing
equity-premium
disappointment-aversion
long-run-risk
preferences
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