Alon Brav
Biographic Data
| ID | 5849811 |
|---|---|
| NAME | Alon Brav |
| GIVEN NAMES | Alon |
| FAMILY NAME | Brav |
| SIGNATURE | BRAV A |
| AFFILIATIONS | Duke University |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 10 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2002 |
| LATEST PUBLICATION YEAR | 2002 |
| H-INDEX | 1 |
Asset Pricing with Heterogeneous Consumers and Limited Participation
We present evidence that the equity premium and the premium of value stocks over growth stocks are consistent in the 198296 period with a stochastic discount factor calculated as the weighted average of individual households' marginal rate of substitution with low and economically plausible values of the relative risk aversion coefficient. Since these premia are not explained with an SDF calculated as the per capita marginal rate of substitution …
Asset Pricing with Heterogeneous Consumers and Limited Participation
We present evidence that the equity premium and the premium of value stocks over growth stocks are consistent in the 198296 period with a stochastic discount factor calculated as the weighted average of individual households' marginal rate of substitution with low and economically plausible values of the relative risk aversion coefficient. Since these premia are not explained with an SDF calculated as the per capita marginal rate of substitution …
Asset Pricing with Heterogeneous Consumers and Limited Participation
We present evidence that the equity premium and the premium of value stocks over growth stocks are consistent in the 198296 period with a stochastic discount factor calculated as the weighted average of individual households' marginal rate of substitution with low and economically plausible values of the relative risk aversion coefficient. Since these premia are not explained with an SDF calculated as the per capita marginal rate of substitution …
Capital asset pricing model (1 work) · Consumption (sociology (1 work) · Econometrics (1 work) · Economics (1 work) · Empirical evidence (1 work) · Equity (law (1 work) · Equity premium puzzle (1 work) · Financial economics (1 work) · Financial Literacy, Pension, Retirement Analysis (1 work) · Financial Markets and Investment Strategies (1 work)