References
- Attanasio , O. P. and Weber , G. 1989 . Intertemporal substitution, risk aversion and the Euler equation for consumption . Economic Journal , 99 : 59 – 73 .
- Bufman , G. and Leiderman , L. 1990 . Consumption and asset returns under non-expected utility: some new evidence . Economics Letters , 34 : 231 – 235 .
- Epstein and Zin . 1991 . Substitution, risk aversion and the temporal behavior of consumption and asset returns: an empirical analysis . Journal of Political Economy , 99 : 263 – 286 .
- Hall , R. E. 1978 . Stochastic implications of the life cycle-permanent income hypothesis . Journal of Political Economy , 99 : 263 – 286 .
- Hall , R. E. 1985 . Real Interest and Consumption , NBER Working Paper No. 1694
- Hall , R. E. 1988 . Intertemporal substitution in consumption . Journal of Political Economy , 96 : 339 – 357 .
- Hamori , S. 1994 . The non-expected utility model and asset returns: some evidence from Japan . Japanese Journal of Financial Economics , 1 : 89 – 99 .
- Selden , L. 1978 . A new representation of preferences over certain X uncertain consumption pairs: the ordinal certainty equivalent hypothesis . Econometrica , 46 : 1045 – 1060 .