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  • Search: subject:"Value premium puzzle"
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Year of publication
Subject
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CAPM 2 Capital income 2 Kapitaleinkommen 2 Risiko 2 Risk 2 China 1 Conditional amount of consumption risk 1 Conditional asset pricing test 1 Conditional price of consumption risk 1 Conditional value premium puzzle 1 Consumer behaviour 1 Consumption 1 Consumption CAPM 1 Consumption theory 1 Equity premium puzzle 1 Equity-Premium-Puzzle 1 Estimation 1 Financial inflexibility 1 Konsum 1 Konsumentenverhalten 1 Konsumtheorie 1 Portfolio selection 1 Portfolio-Management 1 Private consumption 1 Privater Konsum 1 Risikomanagement 1 Risikoprämie 1 Risk management 1 Risk premium 1 Schätzung 1 Stochastic dominance 1 Value premium puzzle 1
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Online availability
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Clark, Ephraim 1 Elkamhi, Redouane 1 Jo, Chanik 1 Qiao, Zhuo 1
Published in...
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Journal of financial economics 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane; Jo, Chanik - In: Journal of financial economics 148 (2023) 3, pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
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Cover Image
The value premium puzzle, behavior versus risk : new evidence from China
Clark, Ephraim; Qiao, Zhuo - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 12-21
Persistent link: https://www.econbiz.de/10012417053
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