Overextrapolation of disaster probabilities and asset pricing in a production economy
Han Gao, Chunpeng Lin, Juan Peng, Siqi Zhao
| Year of publication: |
2024
|
|---|---|
| Authors: | Gao, Han ; Lin, Chunpeng ; Peng, Juan ; Zhao, Siqi |
| Subject: | Asset pricing | Disaster probabilities | Investment | Overextrapolation | Welfare loss | Theorie | Theory | CAPM | Katastrophe | Disaster | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.07.078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446606