Yeung Lewis Chan
Datos Biográficos
| ID | 10330880 |
|---|---|
| NOMBRE | Yeung Lewis Chan |
| NOMBRES | Yeung Lewis |
| APELLIDO | Chan |
| FIRMA | CHAN Y L |
| VERIFICADO | No |
| TOTAL DE OBRAS | 1 |
| TOTAL DE CITAS | 3 |
| TOTAL COMO AUTOR | 1 |
| TOTAL COMO EDITOR | 0 |
| PRIMER AÑO DE PUBLICACIÓN | 2002 |
| AÑO MÁS RECIENTE DE PUBLICACIÓN | 2002 |
| ÍNDICE H | 1 |
Catching Up with the Joneses
We analyze a general equilibrium exchange economy with a continuum of agents who have "catching up with the Joneses" preferences and differ only with respect to the curvature of their utility functions. While individual risk aversion does not change over time, dynamic redistribution of wealth among the agents leads to countercyclical time variation in the Sharpe ratio of stock returns. We show that both the conditional risk premium and the return…
Catching Up with the Joneses
We analyze a general equilibrium exchange economy with a continuum of agents who have "catching up with the Joneses" preferences and differ only with respect to the curvature of their utility functions. While individual risk aversion does not change over time, dynamic redistribution of wealth among the agents leads to countercyclical time variation in the Sharpe ratio of stock returns. We show that both the conditional risk premium and the return…
Catching Up with the Joneses
We analyze a general equilibrium exchange economy with a continuum of agents who have "catching up with the Joneses" preferences and differ only with respect to the curvature of their utility functions. While individual risk aversion does not change over time, dynamic redistribution of wealth among the agents leads to countercyclical time variation in the Sharpe ratio of stock returns. We show that both the conditional risk premium and the return…
Autocorrelation (1 obras) · Capital asset pricing model (1 obras) · Complex Systems and Time Series Analysis (1 obras) · Econometrics (1 obras) · Economic theories and models (1 obras) · Economics (1 obras) · Financial economics (1 obras) · Financial Markets and Investment Strategies (1 obras) · Growth model (1 obras) · Keeping up with the Joneses (1 obras)