Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks
Year of publication: |
2008
|
---|---|
Authors: | Storesletten, Kjetil ; Telmer, Chris I. ; Yaron, Amir |
Published in: |
Handbook of the equity risk premium. - Amsterdam : Elsevier, ISBN 0-444-50899-6. - 2008, p. 565-590
|
Subject: | Schock | Shock | Volatilität | Volatility | Humankapital | Human capital | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Lebenszyklus | Life cycle |
-
Duffie, Darrell, (2008)
-
Demographic impacts on life cycle portfolios and financial market structures
Liu, Weifeng, (2020)
-
Demographic impacts on life cycle portfolios and financial market structures
Liu, Weifeng, (2020)
- More ...
-
Duffie, Darrell, (2008)
-
Asset pricing with idiosyncratic risk and overlapping generations
Storesletten, Kjetil, (2007)
-
The risk-sharing implications of alternative social security arrangements
Storesletten, Kjetil, (2005)
- More ...