Asset pricing with time varying pessimism and rare disasters
Jian Zhang, Dongmin Kong, Hening Liu, Ji Wu
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Jian ; Kong, Dongmin ; Liu, Hening ; Wu, Ji |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 60.2019, p. 165-175
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| Subject: | Equity premium | Rare disaster | Uncertainty aversion | Volatility risk | Risikoprämie | Risk premium | Volatilität | Volatility | CAPM | Risiko | Risk | Risikoaversion | Risk aversion | Katastrophe | Disaster | Börsenkurs | Share price | Theorie | Theory | Schock | Shock | Equity-Premium-Puzzle | Equity premium puzzle | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012203951