The equity premium puzzle and two assets : GMM estimation
Year of publication: |
2024
|
---|---|
Authors: | Chung, Chune Young ; Fard, Amirhossein |
Subject: | equity premium puzzle | GMM | Production-Based CAPM | two assets | CAPM | Theorie | Theory | Momentenmethode | Method of moments | Equity-Premium-Puzzle | Equity premium puzzle | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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