Ambiguity and the historical equity premium
Year of publication: |
2018
|
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Authors: | Collard, Fabrice ; Mukerji, Sujoy ; Sheppard, Kevin ; Tallon, Jean-Marc |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 9.2018, 2, p. 945-993
|
Subject: | Ambiguity aversion | asset pricing | equity premium puzzle | time‐varying uncertainty | uncertainty shocks | Entscheidung unter Unsicherheit | Decision under uncertainty | Equity-Premium-Puzzle | Equity premium puzzle | Risikoprämie | Risk premium | CAPM | Risikoaversion | Risk aversion | Risiko | Risk | Theorie | Theory | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Schock | Shock |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE708 [DOI] hdl:10419/217119 [Handle] |
Classification: | C63 - Computational Techniques ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; E21 - Consumption; Saving ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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