Long run risk, the wealth-consumption ratio, and the temporal pricing of risk
by Ralph S. J. Koijen, Hanno Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan
| Year of publication: |
2010
|
|---|---|
| Authors: | Koijen, Ralph S. J. ; Lustig, Hanno ; Nieuwerburgh, Stijn van ; Verdelhan, Adrien |
| Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 100.2010, 2, p. 552-556
|
| Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikoprämie | Risk premium |
| 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/10008748865