Chapter 14 The equity premium in retrospect
Year of publication: |
2003
|
---|---|
Authors: | Mehra, Rajnish ; Prescott, Edward C. |
Published in: |
Financial markets and asset pricing. - Amsterdam : North-Holland, ISBN 978-0-444-51363-2. - 2003, p. 889-938
|
Subject: | asset pricing | equity risk premium | CAPM | consumption CAPM | risk free rate puzzle | Schätzung | Estimation | Risikoprämie | Risk premium | Theorie | Theory |
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