Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle

Maria Grith, WK Härdle, V Krätschmer

Research output: Contribution to journal › Article › Academic › peer-review

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@article{f8fcda5e31b240d88308140224300577,

title = "Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle",

author = "Maria Grith and WK H{\"a}rdle and V Kr{\"a}tschmer",

year = "2017",

doi = "10.1093/rof/rfv062",

language = "English",

volume = "21",

pages = "269--298",

journal = "Review of Finance",

issn = "1572-3097",

publisher = "Oxford University Press",

number = "1",

}