Disaster risk and its implications for asset pricing
Jerry Tsai and Jessica A. Wachter
| Year of publication: |
2015
|
|---|---|
| Authors: | Tsai, Jerry ; Wachter, Jessica |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 7.2015, p. 219-252
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| Subject: | Equity-Premium-Puzzle | Equity premium puzzle | Kapitalmarkttheorie | Financial economics | Katastrophe | Disaster | Risikoprämie | Risk premium | Intertemporale Entscheidung | Intertemporal choice | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-111914-041906 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011567556