Disappointment aversion and the equity premium puzzle : new international evidence
Year of publication: |
August-September 2016
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Authors: | Xie, Yuxin ; Pantelous, Athanasios A. ; Florackis, Chris |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 10/12, p. 1189-1203
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Subject: | risk aversion | disappointment aversion | portfolio choice | equity risk premium | downside risk | Theorie | Theory | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | CAPM | Risiko | Risk |
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