The impact of fat tails on equilibrium rates of return and term premia
| Year of publication: |
2007
|
|---|---|
| Authors: | Bidarkota, Prasad V. ; Dupoyet, Brice V. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 3, p. 887-905
|
| Publisher: |
Elsevier |