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Does the Failure of the Expect...
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CAPM
Risikoprämie
49
Risk premium
49
Theorie
49
Theory
49
Capital income
32
Kapitaleinkommen
32
Portfolio selection
31
Portfolio-Management
31
USA
30
United States
30
Börsenkurs
25
Share price
25
Equity premium puzzle
24
Equity-Premium-Puzzle
24
Risiko
21
Risk
21
Financial investment
19
Kapitalanlage
19
Kapitalmarkttheorie
19
Financial economics
17
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Behavioural finance
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14
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Katastrophe
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Finanzkrise
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Zinsstruktur
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Ankündigungseffekt
11
Announcement effect
11
Option pricing theory
11
Optionspreistheorie
11
Yield curve
11
Business cycle
10
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
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14
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5
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8
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8
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English
20
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Wachter, Jessica
13
Lettau, Martin
9
Wachter, Jessica A.
7
Tsai, Jerry
6
Zhu, Yicheng
2
Avdis, Efstathios
1
Lynch, Anthony W.
1
Zin, Stanley E.
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4
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3
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3
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2
Journal of financial economics
2
NBER working paper series
2
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1
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1
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ECONIS (ZBW)
20
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1
Comment on: Are behavioral asset-pricing models structural?
Wachter, Jessica
- In:
Journal of monetary economics
49
(
2002
)
1
,
pp. 229-233
Persistent link: https://www.econbiz.de/10001641123
Saved in:
2
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
- In:
Journal of economic theory
177
(
2018
),
pp. 848-878
Persistent link: https://www.econbiz.de/10012025751
Saved in:
3
Maximum likelihood estimation of the equity premium
Avdis, Efstathios
;
Wachter, Jessica
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 589-609
Persistent link: https://www.econbiz.de/10011751863
Saved in:
4
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
-
2018
Persistent link: https://www.econbiz.de/10011879431
Saved in:
5
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
-
2017
Persistent link: https://www.econbiz.de/10011847491
Saved in:
6
Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002647325
Saved in:
7
Why is long-horizon less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002626301
Saved in:
8
The term structure of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
-
2010
Persistent link: https://www.econbiz.de/10008906825
Saved in:
9
The term structures of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
- In:
Journal of financial economics
101
(
2011
)
1
,
pp. 90-113
Persistent link: https://www.econbiz.de/10009242970
Saved in:
10
The term structures of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
-
2009
Persistent link: https://www.econbiz.de/10003804273
Saved in:
1
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