Equity Risk Premium
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Publication:5716032
DOI10.1080/10920277.2004.10596128zbMath1085.91520MaRDI QIDQ5716032
Richard A. Derrig, Elisha D. Orr
Publication date: 6 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2004.10596128
62P05: Applications of statistics to actuarial sciences and financial mathematics
Cites Work
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- Prospect Theory and Asset Prices
- Prospect Theory: An Analysis of Decision under Risk
- On the volatility of stock prices: an exercise in quantitative theory
- Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
- Myopic Loss Aversion and the Equity Premium Puzzle
- Pensions and Capital Structure