Hidden persistent disasters and asset prices (Q481370)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hidden persistent disasters and asset prices |
scientific article |
Statements
Hidden persistent disasters and asset prices (English)
0 references
12 December 2014
0 references
asset pricing
0 references
equity premium
0 references
equity volatility
0 references
persistent disasters
0 references
stochastic differential utility
0 references
0 references
0 references
0 references