A Note on the Interrelation of Volatility Puzzle, Equity Premium Puzzle, and Mean Reversion through State Dependent Preferences
Year of publication: |
2014
|
---|---|
Authors: | Choi, SungSup |
Other Persons: | Giannikos, Christos I. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Equity-Premium-Puzzle | Equity premium puzzle | Börsenkurs | Share price | CAPM | Risikoprämie | Risk premium | Mean Reversion | Mean reversion | Kapitaleinkommen | Capital income | Theorie | Theory |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Gachon GCCR Paper Series No. 14-1 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 9, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2377120 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Ambiguity, long-run risks, and asset prices
Wei, Bin, (2021)
-
Asset pricing with time varying pessimism and rare disasters
Zhang, Jian, (2019)
-
Does smooth ambiguity matter for asset pricing?
Gallant, A. Ronald, (2018)
- More ...
-
More Traffic Congestion in Larger Cities? - Scaling Analysis of the Large 101 U.S Urban Centers
Chang, Yu Sang, (2018)
-
Population Size vs. Number of Crime - Is the Relationship Super-Linear?
Chang, Yu Sang, (2018)
-
Choi, SungSup, (2018)
- More ...