The equity premium puzzle : pitfalls in estimating the coefficient of relative risk aversion
Year of publication: |
2012
|
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Authors: | Donadelli, Michael ; Prosperi, Lorenzo |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 2.2012, 2, p. 177-213
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Subject: | Theorie | Theory | Risikoaversion | Risk aversion | Equity-Premium-Puzzle | Equity premium puzzle | CAPM | Risikoprämie | Risk premium |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | C13 - Estimation ; G12 - Asset Pricing ; G15 - International Financial Markets ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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