Displacement risk and asset returns
Nicolae Gârleanu, Leonid Kogan, Stavros Panageas
| Year of publication: |
2012
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|---|---|
| Authors: | Garleanu, Nicolae ; Kogan, Leonid ; Panageas, Stauros |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 105.2012, 3, p. 511-522
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| Subject: | Consumption-based asset pricing | Displacement risk | Value premium | Equity premium | Incomplete markets | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Unvollkommener Markt | Incomplete market | Risiko | Risk | Theorie | Theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009666812