'First order' risk aversion and the equity premium puzzle
by Larry G. Epstein ; Stanley E. Zin
| Year of publication: |
1989
|
|---|---|
| Authors: | Epstein, Larry G. ; Zin, Stanley E. |
| Publisher: |
Toronto, Ontario |
| Subject: | Theorie | Theory | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Risiko | Risk |
| Extent: | 20, [8] S |
|---|---|
| Series: | Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto. - Toronto, ISSN 0082-5301, ZDB-ID 863816-0. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [21 - 22] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000785554