Risk premia : exact solutions vs. log-linear approximations
Frederik Lundtofte; Anders Wilhelmsson
| Year of publication: |
2013
|
|---|---|
| Authors: | Lundtofte, Frederik ; Wilhelmsson, Anders |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 11, p. 4256-4264
|
| Subject: | Log-linear approximations | Equity premium puzzle | Cumulants | NIG distribution | Long-run risk | Risikoprämie | Risk premium | Theorie | Theory | CAPM | Equity-Premium-Puzzle | Risiko | Risk |
| 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/10010245574