A general equilibrium model of changing risk premia : theory and tests
Year of publication: |
1989
|
---|---|
Authors: | Bossaerts, Peter L. |
Other Persons: | Green, Richard C. (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 2.1989, 4, p. 467-493
|
Subject: | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | CAPM | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory | USA | United States | 1926-1984 |
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