Tyler Beason

Arizona State University (ASU) - Finance Department

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

On Sources of Risk Premia in Representative Agent Models

Number of pages: 31 Posted: 13 Sep 2019 Last Revised: 15 Sep 2019
Tyler Beason and David Schreindorfer
Arizona State University (ASU) - Finance Department and Arizona State University
Downloads 19 (532,498)
Citation 2

Abstract:

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equity premium decomposition, model diagnostic, return state space, equity index options, generalized disappointment aversion