The impact of fat tails on equilibrium rates of return and term premia (Q1017010)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of fat tails on equilibrium rates of return and term premia |
scientific article |
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The impact of fat tails on equilibrium rates of return and term premia (English)
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18 May 2009
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asset-pricing model
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habit formation
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term premium
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equity premium
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fat tails
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dampened power law
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