What Puzzles? New insights in asset pricing
Year of publication: |
2012-11-16
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Authors: | Aase, Knut K. |
Institutions: | Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) |
Subject: | The equity premium puzzle | the risk-free rate puzzle | recursive utility | early resolution | utility gradients | dynamic programming | The Stern Review |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion Papers Number 2012/13 34 pages |
Classification: | D51 - Exchange and Production Economies ; D53 - Financial Markets ; D90 - Intertemporal Choice and Growth. General ; E21 - Consumption; Saving ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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