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Habit formation heterogeneity: Implications for aggregate asset pricing. (2012). Grishchenko, Olesya ; Dubin, Eduard ; Kartashov, Vasily .
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2012-07.

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  1. Divergent Risk-Attitudes and Endogenous Collateral Constraints. (2016). Faia, Ester ; Curatola, Giuliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11678.

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  2. An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation. (2014). Grishchenko, Olesya ; Dai, Qiang.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500050.

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