Robust asset pricing with stochastic hyperbolic discounting
Haijun Wang
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Wang, Haijun |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 178-185
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| Subject: | Asset pricing | Stochastic hyperbolic discounting | Ambiguity | The equity premium puzzle | The risk-free rate puzzle | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Diskontierung | Discounting | Equity-Premium-Puzzle | Equity premium puzzle | Intertemporale Entscheidung | Intertemporal choice | Zeitkonsistenz | Time consistency | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807766