Distribution Risk and Equity Returns
Year of publication: |
[2011]
|
---|---|
Authors: | Donaldson, John B. |
Other Persons: | Siconolfi, Paolo (contributor) ; Danthine, Jean-Pierre (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: THE EQUITY RISK PREMIUM, NORTH HOLLAND HANDBOOK OF FINANCE SERIES, R. Mehra, ed., North Holland, Amsterdam, 2006 |
Classification: | E32 - Business Fluctuations; Cycles ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Asset pricing, habit memory, and the labor market
Jaccard, Ivan, (2010)
-
Bifurcation routes to volatility clustering
Gaunersdorfer, Andrea, (2000)
-
Do Fixed Income Securities Also Show Asymmetric Effects in Conditional Second Moments?
Cappiello, Lorenzo, (2000)
- More ...
-
Distribution Risk and Equity Returns
Danthine, Jean-Pierre, (2005)
-
Distribution Risk and Equity Returns
Danthine, Jean-Pierre, (2005)
-
Distribution Risk and Equity Returns
DANTHINE, Jean-Pierre, (2005)
- More ...