Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing
收藏NBER1989-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w3195
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资源简介：
This paper provides two alternative estimation and testing procedures of a representative-agent model of asset pricing which relies on a particular parametrization of non-expected-utility preferences. The first is based on maximum-likelihood estimates, supplemented with an explicit model of time
提供机构：
美国国家经济研究局创建时间：
1989-12-01
