Asset pricing puzzle : the long-run risks model's approach
Francesca Brusa
| Year of publication: |
2011
|
|---|---|
| Authors: | Brusa, Francesca |
| Published in: |
Rivista di politica economica. - Roma : Confindustria, ISSN 0035-6468, ZDB-ID 4642-5. - Vol. 99/100.2010/2011, 10/12, p. 101-137
|
| Subject: | Equity-Premium-Puzzle | Equity premium puzzle | CAPM | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10009524343