Can ambiguity about rare disasters explain equity premium puzzle?
Yuanping Wang, Congming Mu
| Year of publication: |
2019
|
|---|---|
| Authors: | Wang, Yuanping ; Mu, Congming |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 183.2019, p. 1-6
|
| Subject: | Ambiguity aversion | Equity premium puzzle | Production-based asset pricing | Risk-free rate puzzle | Equity-Premium-Puzzle | Risikoprämie | Risk premium | CAPM | Theorie | Theory | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.108555 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122504