Consumption-based asset pricing with rare disaster risk : a simulated method of moments approach ; conference paper
Year of publication: |
2014
|
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Authors: | Grammig, Joachim ; Sönksen, Jantje |
Published in: | |
Publisher: |
[Kiel : ZBW |
Subject: | equity premium puzzle | rare disaster risk | asset pricing | simulated method of moments | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Simulation | Momentenmethode | Method of moments | Equity-Premium-Puzzle | Equity premium puzzle | Risiko | Risk | Katastrophe | Disaster | Kapitaleinkommen | Capital income |
Extent: | Online-Ressource (42 S.) graph. Darst. |
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Conferences: | Jahrestagung des Vereins für Socialpolitik: Evidenzbasierte Wirtschaftspolitik ; 2014 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Konferenzschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/100614 [Handle] |
Classification: | c58 ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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