Hidden persistent disasters and asset prices (Q481370)
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scientific article; zbMATH DE number 6380098
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hidden persistent disasters and asset prices |
scientific article; zbMATH DE number 6380098 |
Statements
Hidden persistent disasters and asset prices (English)
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12 December 2014
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asset pricing
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equity premium
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equity volatility
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persistent disasters
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stochastic differential utility
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0.7854599356651306
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0.745879590511322
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0.7358161807060242
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0.7282447814941406
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0.7238077521324158
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