The term structure of equity risk premia : levered noise and new estimates
Oliver Boguth, Murray Carlson, Adlai Fisher, and Mikhail Simutin
| Year of publication: |
2023
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| Authors: | Boguth, Oliver ; Carlson, Murray ; Fisher, Adlai ; Simutin, Mikhail |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 27.2023, 4, p. 1155-1182
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| Subject: | Equity risk premium | Dividend strips | Term structure of equity risk premia | Limits to arbitrage | Microstructure frictions | Risikoprämie | Risk premium | Dividende | Dividend | Schätzung | Estimation | Kapitalmarkttheorie | Financial economics | CAPM | Zinsstruktur | Yield curve | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risiko | Risk | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfac062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014318125