Asset pricing with endogenously uninsurable tail risk (Q5860146)
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scientific article; zbMATH DE number 7429921
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asset pricing with endogenously uninsurable tail risk |
scientific article; zbMATH DE number 7429921 |
Statements
Asset Pricing With Endogenously Uninsurable Tail Risk (English)
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18 November 2021
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equity premium puzzle
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dynamic contracting
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limited commitment
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tail risk
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0.7540408968925476
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0.7413734793663025
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0.7333629727363586
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0.7197303771972656
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0.7115199565887451
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