Composite-asset-risk approach to solving the equity premium puzzle
Year of publication: |
2021
|
---|---|
Authors: | Kim, Yun-Yeong |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 200-216
|
Subject: | Composite asset | Consumption CAPM | Equity premium puzzle | Intrinsic bubbles | Nonstationary risk | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Spekulationsblase | Bubbles | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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