Portfolio allocation and asset returns in an olg economy with increasing risk aversion
Amadeu DaSilva and Mira Farka
| Year of publication: |
September 2017
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|---|---|
| Authors: | DaSilva, Amadeu ; Farka, Mira |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 23.2017, 4, p. 836
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| Subject: | equity premium puzzle | overlapping generations model | increasing risk aversion | portfolio allocation | Overlapping Generations | Overlapping generations | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Risiko | Risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12063 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011770965