The conditional expected market return
Fousseni Chabi-Yo, Johnathan Loudis
| Year of publication: |
2020
|
|---|---|
| Authors: | Chabi-Yo, Fousseni ; Loudis, Johnathan |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 137.2020, 3, p. 752-786
|
| Subject: | Equity risk premium | Preferences | Risk-neutral moments | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.03.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012588362