Ambiguity and the historical equity premium
Year of publication: |
September 4, 2017
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Authors: | Collard, Fabrice ; Mukerji, Sujoy ; Sheppard, Kevin ; Tallon, Jean-Marc |
Publisher: |
London : School of Economics and Finance, Queen Mary University of London |
Subject: | Ambiguity aversion | Asset pricing | Equity premium puzzle | Time-varying uncertainty | Uncertainty shocks | Risikoprämie | Risk premium | Entscheidung unter Unsicherheit | Decision under uncertainty | Equity-Premium-Puzzle | CAPM | Risikoaversion | Risk aversion | Theorie | Theory | Risiko | Risk | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Schock | Shock |
Extent: | 1 Online-Ressource (circa 67 Seiten) Illustrationen |
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Series: | Working paper. - London : [Verlag nicht ermittelbar], ISSN 1473-0278, ZDB-ID 2666392-2. - Vol. no. 835 (September 2017) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/184786 [Handle] |
Classification: | G12 - Asset Pricing ; E21 - Consumption; Saving ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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