Equilibrium variance risk premium in a cost-free production economy
Year of publication: |
2018
|
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Authors: | Ruan, Xinfeng ; Zhang, Jin E. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 96.2018, p. 42-60
|
Subject: | Affine model | Cost-free production economy | Equity premium puzzle | Term structure | Variance risk premium | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Theorie | Theory | CAPM | Equity-Premium-Puzzle |
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