Is there a positive risk-return tradeoff? : a forward-looking approach to measuring the equity premium
Dimitrios Koutmos
| Year of publication: |
2015
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|---|---|
| Authors: | Koutmos, Dimitrios |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 5, p. 974-1013
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| Subject: | asset pricing | intertemporal risk return tradeoff | GARCH | realised volatility | fed model | earnings-yield | dividend-yield | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | Risiko | Risk | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory |
| 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/10011408549