Equity pricing and risk premium under long-run risks and incomplete information
Ji Zhou; Alex Paseka
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhou, Ji ; Paseka, Alexander |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 4, p. 279-296
|
| Subject: | Long-Run Risk | Recursive Preferences | Incomplete Information | Equity Pricing | Risikoprämie | Risk premium | Unvollkommene Information | Incomplete information | Theorie | Theory | Börsenkurs | Share price | CAPM | Risiko | Risk | Volatilität | Volatility |
| 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/10011312414