A flexible approach to estimate the equity premium

C-Tier
Journal: Applied Economics
Year: 2017
Volume: 49
Issue: 59
Pages: 5940-5950

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this article, we estimate the risk aversion for households accounting for their lifetime consumption risk. Households take into account the overall lifetime uninsured consumption risk when optimizing their resources, which based on micro data varies across households. Thus, representing households’ consumption by merging cross-sectional micro data into the single Euler equation (the common approach for estimating risk aversion based on consumption-based asset pricing theory) may be too rough an approximation, leading to biased results with respect to risk aversion. Our results suggest that consumption-based asset pricing models that were rejected in several studies do in fact fit the data when we account for households’ lifetime consumption risk. This finding also has implications for long-run aggregate consumption-based asset pricing models.

Technical Details

RePEc Handle
repec:taf:applec:v:49:y:2017:i:59:p:5940-5950
Journal Field
General
Author Count
2
Added to Database
2026-01-25