Corporate Fraction and the Equilibrium Term Structure of Equity Risk *

DOI10.1093/ROF/RFV019MaRDI QIDQ4554772zbMATH OpenOpenAlexFDO

Authors Roberto Marfè

Publication date 9 November 2018

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfv019

zbMATH Keywords

asset pricing modelscorporate fractionequity riskterm structure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(4)

• Determinants of Intercorporate Shareholdings *
• The Term Structure of Equity Risk Premia: Levered Noise and New Estimates
• The term structure of equity yields -- a bottom-up approach
• Equilibrium asset pricing with short rate risk

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