Stable paretian distribution, return generating processes and habit formation : the implication for equity premium puzzle
Qi Fu, Jacky Yuk-Chow So, Xiaotong Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Fu, Qi ; So, Jacky C. ; Li, Xiaotong |
| Subject: | Asset pricing | Equity premium puzzle | Habit formation | Stable paretian distribution | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.102063 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491994