Rational pessimism, rational exuberance, and asset pricing models
Year of publication: |
2007
|
---|---|
Authors: | Bansal, Ravi ; Gallant, A. Ronald ; Tauchen, George Eugene |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 74.2007, 4, p. 1005-1033
|
Subject: | Finanzmarkt | Financial market | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | CAPM |
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