Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?
Year of publication: |
1998-01
|
---|---|
Authors: | Lettau, Martin |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Asset Prices | idiosyncratic risk | Risk Premia | volatility bounds |
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