Asset prices under habit formation and reference-dependent preferences

Business & Economics

• Habit Formation 84%
• Reference-dependent Preferences 79%
• Investors 60%
• Asset Prices 49%
• Risk Aversion 46%
• Habit 43%
• Conditional Moment Restrictions 41%
• Consumption-based Asset Pricing 38%
• Relative Consumption 36%
• Equity Premium 32%
• Loss Aversion 29%
• Asset Pricing Models 28%
• Asset Returns 26%
• Time-varying 23%
• Recession 21%
• Premium 20%

Mathematics

• Habit Formation 100%
• Risk Aversion 38%
• Dependent 34%
• Asset Pricing 20%
• Equity 18%
• Conditional Moments 16%
• Time-varying 12%
• Estimate 11%
• Evidence 10%
• Restriction 8%
• Model 8%

Social Sciences

• habits 44%
• assets 44%
• premium 28%
• investor 25%
• recession 13%
• pricing 12%
• equity 10%
• evidence 5%
• time 4%