Risk premium, variance premium, and the maturity structure of uncertainty
Bruno Feunou, Jean-Sébastien Fontaine, Abderrahim Taamouti and Roméo Tédongap
| Year of publication: |
2014
|
|---|---|
| Authors: | Feunou, Bruno ; Fontaine, Jean-Sébastien ; Taamouti, Abderrahim ; Tédongap, Roméo |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 18.2014, 1, p. 219-269
|
| Subject: | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics |
| 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/10010405208