Risk premium and convexity premium in the stock return
Year of publication: |
2012
|
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Authors: | Park, Keehwan ; Choi, Pilsun ; Kim, Saekwon |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 41.2012, 6, p. 739-764
|
Subject: | Non-risk convexity premium | Equity premium | Stock market anomaly | General equilibrium | Theorie | Theory | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Aktienmarkt | Stock market | Allgemeines Gleichgewicht |
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