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Search: subject_exact:"Equity premium puzzle"
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Equity premium puzzle
77
Equity-Premium-Puzzle
74
Risikoprämie
66
Risk premium
66
CAPM
58
Capital income
50
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Wachter, Jessica
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ECONIS (ZBW)
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71
Wage rigidity : a quantitative solution to several asset pricing puzzles
Favilukis, Jack
;
Lin, Xiaoji
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 148-192
Persistent link: https://www.econbiz.de/10011447561
Saved in:
72
Gurus and belief manipulationh
Jouini, Elyès
;
Napp, Clotilde
- In:
Economic modelling
49
(
2015
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011439463
Saved in:
73
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
74
Disaster risk and its implications for asset pricing
Tsai, Jerry
;
Wachter, Jessica
- In:
Annual review of financial economics
7
(
2015
),
pp. 219-252
Persistent link: https://www.econbiz.de/10011567556
Saved in:
75
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
76
A second-generation disappointment aversion theory of decision making under risk
Blavatskyy, Pavlo
- In:
Theory and decision : an international journal for …
84
(
2018
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10011939647
Saved in:
77
Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
78
Portfolio allocation and asset returns in an olg economy with increasing risk aversion
DaSilva, Amadeu
;
Farka, Mira
- In:
European financial management : the journal of the …
23
(
2017
)
4
,
pp. 836
Persistent link: https://www.econbiz.de/10011770965
Saved in:
79
Consumption-based macroeconomic models of asset pricing theory
Đorđević, Marija
- In:
Economic annals
61
(
2016
)
211
,
pp. 7-28
Persistent link: https://www.econbiz.de/10011645391
Saved in:
80
What does the equity premium mean?
Grant, Simon
(
contributor
);
Quiggin, John C.
(
contributor
)
- In:
The Economists' voice
2
(
2005
)
4
Persistent link: https://www.econbiz.de/10003273270
Saved in:
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