Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Massimo Guidolin
| Year of publication: |
2006
|
|---|---|
| Authors: | Guidolin, Massimo |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 58.2006, 2, p. 85-118
|
| Subject: | Risikoprämie | Risk premium | Lernprozess | Learning process | Finanzmarkt | Financial market | Strukturbruch | Structural break | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Schätzung | Estimation | USA | United States | 1938-1999 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003290028