Asset pricing with uncertain betas: A long-term perspective
Year of publication: |
2012-11
|
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Authors: | Gollier, Christian |
Institutions: | Toulouse School of Economics (TSE) |
Subject: | asset prices | term structure | risk premium | certainty equivalent beta |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series TSE Working Paper Number 12-354 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Asset pricing with uncertain betas: A long-term perspective
Gollier, Christian, (2013)
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Asset pricing with uncertain betas: A long-term perspective
Gollier, Christian, (2012)
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Asset Pricing with Uncertain Betas: A Long-Term Perspective
Gollier, Christian, (2013)
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Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
Bec, Frédérique, (2014)
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Gamma discounters are short-termist
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Risk and Choice: A Research Saga
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