Underdiversification puzzle, volatility puzzle and equity premium puzzle : a common solution
Year of publication: |
2023
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Authors: | Ardalan, Kavous |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 40.2023, 2, p. 249-265
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Subject: | Dividend discount model | Equity premium puzzle | Equity valuation | Option pricing model | Underdiversification puzzle | Volatility puzzle | Theorie | Theory | Volatilität | Volatility | CAPM | Equity-Premium-Puzzle | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Dividende | Dividend |
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