A flexible approach to estimate the equity premium
Year of publication: |
December 2017
|
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Authors: | Bonaparte, Yosef ; Fabozzi, Frank J. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 59, p. 5940-5950
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Subject: | Equity premium puzzle | consumption-based asset pricing model | Euler equation | risk aversion | discount factor | Risikoprämie | Risk premium | CAPM | Risikoaversion | Risk aversion | Equity-Premium-Puzzle | Diskontierung | Discounting | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Privater Konsum | Private consumption |
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