Can stochastic discount factor models explain the cross-section of equity returns?
Pongrapeeporn Abhakorn, Peter N. Smith, Michael R. Wickens
| Year of publication: |
January 2016
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|---|---|
| Authors: | Pongrapeeporn Abhakorn ; Smith, Peter N. ; Wickens, Michael R. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 28.2016, p. 56-68
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| Subject: | Risk premium | Equity return | Stochastic discount factor | No-arbitrage condition | CAPM | Diskontierung | Discounting | Theorie | Theory | Risikoprämie | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.rfe.2016.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011579683