Disaster learning and aggregate investment
Yingjie Niu, Jinqiang Yang, Zhentao Zou
| Year of publication: |
2024
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|---|---|
| Authors: | Niu, Yingjie ; Yang, Jinqiang ; Zou, Zhentao |
| Published in: |
Journal of economic theory : JET. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1469177-2. - Vol. 220.2024, Art.-No. 105872, p. 1-20
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| Subject: | Learning | Rare disaster | Jump size | Growth volatility | Equity risk premium | Volatilität | Volatility | Risikoprämie | Risk premium | Lernprozess | Learning process | Theorie | Theory | Katastrophe | Disaster | Welt | World | Schock | Shock | Investition | Investment | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2024.105872 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015071059