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Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion. (2013). Dolmas, Jim.
In: Working Papers.
RePEc:fip:feddwp:1309.

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  1. Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets. (2021). Tedongap, Romeo ; Augustin, Patrick.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6266-6293.

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  2. Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.

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  3. Economic Implications of Nonlinear Pricing Kernels. (2017). Garcia, René ; Almeida, Caio.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:10:p:3361-3380.

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References

References cited by this document

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