LeatherSagiKnowledgebase

Tag: preferences

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

    • preferences
    • asset-pricing
    • risk-aversion
    • recursive-utility

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