Valuation risk revalued
Year of publication: |
2022
|
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Authors: | De Groot, Oliver ; Richter, Alexander W. ; Throckmorton, Nathaniel A. |
Published in: |
Quantitative Economics. - ISSN 1759-7331. - Vol. 13.2022, 2, p. 723-759
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Recursive utility | asset pricing | equity premium puzzle | risk-free rate puzzle |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/QE1779 [DOI] 1818029995 [GVK] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G12 - Asset Pricing |
Source: |
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De Groot, Oliver, (2022)
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Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles
Bonomo, Marco, (1994)
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Ambiguity and the historical equity premium
Collard, Fabrice, (2018)
- More ...
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Uncertainty Shocks in a Model of Effective Demand: Comment
de Groot, Oliver, (2018)
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Uncertainty shocks in a model of effective demand : comment
De Groot, Oliver, (2017)
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De Groot, Oliver, (2019)
- More ...