Background risk in consumption and the equity risk premium
Year of publication: |
February 2017
|
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Authors: | Semenov, Andrei |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 48.2017, 2, p. 407-439
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Subject: | Consumption CAPM | Equity premium puzzle | Incomplete consumption insurance | Risk aversion | Risikoprämie | Risk premium | Risikoaversion | CAPM | Privater Konsum | Private consumption | Equity-Premium-Puzzle | Konsum | Consumption | Konsumtheorie | Consumption theory | Risiko | Risk | Konsumentenverhalten | Consumer behaviour |
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