An alternative representation of the C-CAPM with higher-order risks
Georges Dionne, Jingyuan Li, Cédric Okou
| Year of publication: |
2024
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|---|---|
| Authors: | Dionne, Georges ; Li, Jingyuan ; Okou, Cédric |
| Published in: |
The Geneva risk and insurance review. - Heidelberg : Springer Natur, ISSN 1554-9658, ZDB-ID 2200403-8. - Vol. 49.2024, 2, p. 194-233
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| Subject: | C-CAPM | Equity risk premium | Expectation dependence | Higher-order risk | Variance risk premium | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Risiko | Risk |
| Description of contents: | Description [link.springer.com] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s10713-023-00085-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015048865