Does equity premium puzzle exist in China : an analysis with the robust inference method
Year of publication: |
2024
|
---|---|
Authors: | Mao, Jie ; Yan, Qianhui ; Yao, Xin |
Subject: | consumption based asset pricing | Equity premium puzzle | FAR test | relative risk aversion | CAPM | Equity-Premium-Puzzle | China | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Theorie | Theory | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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