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Equity risk premium puzzle : the case of Indian stock market

Rajhans, Rajni Kant - In: The IUP journal of applied finance : IJAF 21 (2015) 3, pp. 50-56

Persistent link: https://www.econbiz.de/10011480737

Equity Risk Premium Puzzle : Case of Indian Stock Market

Rajhans, Rajni Kant - 2015

Equity has always remained an instrument of long term wealth creation. India being a developing nation with low average …

Persistent link: https://www.econbiz.de/10013027602

Does the equity premium puzzle persist during financial crisis? : the case of the French equity market

Bellelah, M. A.; Bellelah, M. O.; Ben Ameur, Hachmi; … - In: Research in international business and finance 39 (2017), pp. 851-866

Persistent link: https://www.econbiz.de/10011912395

Portfolio rebalancing and asset pricing with heterogeneous inattention

Rachedi, Omar - 2016

Persistent link: https://www.econbiz.de/10011796222

Essays on asset pricing, investor preferences, and derivative markets

Koëter, Joren - 2021

Persistent link: https://www.econbiz.de/10012627384

Long-run risks and risk compensation in equity markets

Bansal, Ravi - In: Handbook of the equity risk premium, (pp. 167-193). 2008

Persistent link: https://www.econbiz.de/10003598610

Long-run risks and risk compensation in equity markets : discussion

Heaton, John - In: Handbook of the equity risk premium, (pp. 194-198). 2008

Persistent link: https://www.econbiz.de/10003598611

Risk attitude optimization and heterogeneous stock market participation

Sarver, Todd - 2017

This paper studies equilibrium portfolio choice and asset returns using a new model of recursive preferences called optimal risk attitude utility. Our model is an extension of recursive expected utility that allows an individual to optimally select her risk aversion parameter in response to the...

Persistent link: https://www.econbiz.de/10012116795

Professor Efthymios (Mike) Tsionas' asset pricing model groundbreaking contributions

Arakelian, Veni - In: Tourism economics : the business and finance of tourism … 31 (2025) 1, pp. 24-31

Persistent link: https://www.econbiz.de/10015191921

Street-smart asset pricing

Asthana, Vinay - In: Applied financial economics 23 (2013) 16/18, pp. 1371-1381

Persistent link: https://www.econbiz.de/10010259428