Rare disaster risk and the expected equity risk premium
Year of publication: |
June 2017
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Authors: | Berkman, Henk ; Jacobsen, Ben ; Lee, John B. |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 57.2017, 2, p. 351-372
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Subject: | Consumption risk | Equity premium | International political crises | Market risk premium | Rare disasters | Risikoprämie | Risk premium | Risiko | Risk | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Schock | Shock | Theorie | Theory | Katastrophe | Disaster | Wirtschaftskrise | Economic crisis | Schätzung | Estimation | Finanzkrise | Financial crisis | Welt | World |
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