Xiang Zhang

School of Finance, Southwestern University of Finance and Economics

NO.555 Liu Tai Ave.

Wenjiang District

Chengdu, Sichuan 611130

China

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Scholarly Papers (1)

1.

Leisure, Consumption and Long Run Risk: An Empirical Evaluation

Number of pages: 45 Posted: 29 Mar 2013
Xiang Zhang
School of Finance, Southwestern University of Finance and Economics
Downloads 49 (336,484)

Abstract:

Epstein–Zin Utility, Long Run Risk, Leisure, Value-Growth Portfolios, Small-Big Portfolios, Vector Auto-regression