Regret-sensitive equity premium
Year of publication: |
2021
|
---|---|
Authors: | Fujii, Yoichiro ; Nakamura, Yutaka |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 76.2021, p. 302-307
|
Subject: | Equilibrium price | Equity premium | Lucas tree economy | Regret theory | Risikoprämie | Risk premium | CAPM | Kapitalmarkttheorie | Financial economics | Entscheidung unter Unsicherheit | Decision under uncertainty | Equity-Premium-Puzzle | Equity premium puzzle |
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