Risk aversion or model uncertainty? : an empirical cross-sectional analysis across countries
Pedro Engel, Caio Almeida, João Paulo Valente
| Year of publication: |
2018
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|---|---|
| Authors: | Engel, Pedro ; Almeida, Caio ; Valente, João Paulo |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 38.2018, 2, p. 321-355
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| Subject: | Risk aversion | model uncertainty | equity premium puzzle | detection error probability | Risikoaversion | Theorie | Theory | Risiko | Risk | Risikoprämie | Risk premium | CAPM | Equity-Premium-Puzzle | Equity premium puzzle |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v38n22018.76136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012129516