Computational Issues in the Stochastic Discount Factor Framework for Equity Risk Premium
Year of publication: |
2013
|
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Authors: | Bhar, Ramaprasad |
Other Persons: | Malliaris, A. (Tassos) G. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 18, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2356602 [DOI] |
Classification: | C22 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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