Disaster Risk and its Implications for Asset Pricing
Year of publication: |
February 2015
|
---|---|
Authors: | Tsai, Jerry |
Other Persons: | Wachter, Jessica A. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Katastrophe | Disaster | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle | Risiko | Risk | Kapitalmarkttheorie | Financial economics | CAPM | Intertemporale Entscheidung | Intertemporal choice |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w20926 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w20926 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Disaster Risk and its Implications for Asset Pricing
Tsai, Jerry, (2015)
-
Disaster Risk and its Implications for Asset Pricing
Tsai, Jerry, (2015)
-
Disaster Risk and its Implications for Asset Pricing
Tsai, Jerry, (2015)
- More ...
-
Rare Booms and Disasters in a Multi-sector Endowment Economy
Tsai, Jerry, (2014)
-
Pricing Long-Lived Securities in Dynamic Endowment Economies
Tsai, Jerry, (2018)
-
Disaster Risk and its Implications for Asset Pricing
Wachter, Jessica A., (2015)
- More ...