The market price of risk and the equity premium : a legacy of the Great Depression?
Year of publication: |
2008
|
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Authors: | Cogley, Timothy ; Sargent, Thomas J. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 55.2008, 3, p. 454-476
|
Subject: | CAPM | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Lernprozess | Learning process | Theorie | Theory |
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