Investing for the long run when expected equity premium is nonnegative
Yugui Zhang, Jie Zhu, Xiaoneng Zhu
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhang, Yugui ; Zhu, Jie ; Zhu, Xiaoneng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 63.2020, p. 1-21
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| Subject: | Asset allocation | Long horizon | Economic constraints | Equity premium | Estimation risk | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Equity-Premium-Puzzle | Equity premium puzzle | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101397 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012492276