Asset pricing with uncertain betas: A long-term perspective
Year of publication: |
2013
|
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Authors: | Gollier, Christian |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Projektbewertung | Capital Asset Pricing Model | Laufzeit | Beta-Faktor | Risikoprämie | Zinsstruktur | Theorie | asset prices | term structure | risk premium | certainty equivalent beta |
Series: | CESifo Working Paper ; 4072 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 735082510 [GVK] hdl:10419/69554 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; Q54 - Climate; Natural Disasters |
Source: |
-
Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
Gollier, Christian, (2012)
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Asset pricing with uncertain betas : a long-term perspective
Gollier, Christian, (2013)
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