Can ambiguity about rare disasters explain equity premium puzzle? (Q2324692)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7103996
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Can ambiguity about rare disasters explain equity premium puzzle? |
scientific article; zbMATH DE number 7103996 |
Statements
Can ambiguity about rare disasters explain equity premium puzzle? (English)
0 references
12 September 2019
0 references
equity premium puzzle
0 references
risk-free rate puzzle
0 references
ambiguity aversion
0 references
production-based asset pricing
0 references
0.8026431798934937
0 references
0.793466329574585
0 references
0.7921492457389832
0 references
0.7906486988067627
0 references
0.7873359322547913
0 references
