Leisure and long-run risks : an empirical evaluation on value premium puzzle
Xiang Zhang
| Year of publication: |
2020
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|---|---|
| Authors: | Zhang, Xiang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-27
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| Subject: | Epstein-Zin utility | Leisure | Long-run risk | Vector autoregression | Freizeit | VAR-Modell | VAR model | Schätzung | Estimation | Theorie | Theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Equity-Premium-Puzzle | Equity premium puzzle | CAPM | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101223 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012664492