Short-run risk, business cycle, and the value premium (Q2246740)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-run risk, business cycle, and the value premium |
scientific article |
Statements
Short-run risk, business cycle, and the value premium (English)
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16 November 2021
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long-run and short-run consumption risk
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value premium
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business cycle
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portfolio selection
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stochastic covariance
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