A note on a framework to assess the required equity risk premium using cumulative prospect theory
Chris Holdsworth; Eben Maré
| Year of publication: |
2014
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|---|---|
| Authors: | Holdsworth, Chris ; Maré, Eben |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 4.2014, 1, p. 89-90
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| Subject: | Cumulative Prospect Theory | Equity Risk Premium | Investment Time Horizon | Multi-Asset Allocation | Prospect Theory | Prospect theory | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010373232