Dynamics of variance risk premia, investors' sentiment and return predictability
Jeroen V.K. Rombouts, Lars Stentoft and Francesco Violante
| Year of publication: |
January 31, 2017
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|---|---|
| Authors: | Rombouts, Jeroen V. K. ; Stentoft, Lars ; Violante, Francesco |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection |
freely available
| Extent: | 1 Online-Ressource (circa 74 Seiten) Illustrationen |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2017, 10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624137