Equity premium with habits, wealth inequality and background risk
Year of publication: |
2021
|
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Authors: | Giannikos, Christos ; Koimisis, Georgios |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 7, Art.-No. 321, p. 1-15
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Subject: | asset prices | background risk | habits | wealth inequality | Theorie | Theory | Vermögensverteilung | Wealth distribution | CAPM | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Vermögen | Wealth |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14070321 [DOI] hdl:10419/258425 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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