Log-normal approximation of the equity premium in the production model
Year of publication: |
2012
|
---|---|
Authors: | Heer, Burkhard ; Maußner, Alfred |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 4/6, p. 407-412
|
Subject: | Risikoprämie | Risk premium | CAPM | Statistische Verteilung | Statistical distribution | Theorie | Theory |
-
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra, (2022)
-
Log-normal approximation of the equity premium in the production model
Heer, Burkhard, (2010)
-
Calculation of Bayes premium for conditional elliptical risks
Kume, Alfred, (2012)
- More ...
-
Value Function Iteration as a Solution Method for the Ramsey Model
Heer, Burkhard, (2011)
-
Computation of business cycle models : a comparison of numerical methods
Heer, Burkhard, (2004)
-
The money-age distribution: empirical facts and limited monetary models
Heer, Burkhard, (2007)
- More ...