The impact of fat tails on equilibrium rates of return and term premia (Q1017010)
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scientific article; zbMATH DE number 5554411
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| English | The impact of fat tails on equilibrium rates of return and term premia |
scientific article; zbMATH DE number 5554411 |
Statements
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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0.8812151
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0.85579336
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0.85247415
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0.84631026
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0.8337767
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0.83172065
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