Asset pricing puzzle : the long-run risks model's approach
Year of publication: |
2011
|
---|---|
Authors: | Brusa, Francesca |
Published in: |
Rivista di politica economica. - Roma : Confindustria, ISSN 0035-6468, ZDB-ID 4642-5. - Vol. 99/100.2010/2011, 10/12, p. 101-137
|
Subject: | Equity-Premium-Puzzle | Equity premium puzzle | CAPM | Monte-Carlo-Simulation | Monte Carlo simulation |
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