Idiosyncratic risk an dvolatility bounds, or can models with Idiosyncratic risk solve the equity premium puzzle?
Martin Lettau
| Year of publication: |
2002
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|---|---|
| Authors: | Lettau, Martin |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 84.2002, 2, p. 376-380
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| Subject: | CAPM | Risiko | Risk | Risikoprämie | Risk premium | Volatilität | Volatility | Privater Konsum | Private consumption | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 380 In: The review of economics and statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001692264