The impact of fat tails on equilibrium rates of return and term premia
Year of publication: |
2007
|
---|---|
Authors: | Bidarkota, Prasad V. ; Dupoyet, Brice V. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 3, p. 887-905
|
Subject: | CAPM | Anlageverhalten | Behavioural finance | Equity-Premium-Puzzle | Equity premium puzzle | Theorie | Theory |
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