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The equity premium and the required stock returns in a
Tobin
's
q
model with a stochastic discount factor
Madsen, Jakob Brøchner
;
Dzhumashev, Ratbek
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 683-694
Persistent link: https://www.econbiz.de/10009532067
Saved in:
2
Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Journal of monetary economics
49
(
2002
)
1
,
pp. 31-66
Persistent link: https://www.econbiz.de/10001641074
Saved in:
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