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Intertemporal Asset Pricing

- Evidence from Germany

Bag om Intertemporal Asset Pricing

In the mid-eighties Mehra and Prescott showed that the risk premium earned by American stocks cannot reasonably be explained by conventional capital market models. Using time additive utility, the observed risk pre mium can only be explained by unrealistically high risk aversion parameters.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783790811599
  • Indbinding:
  • Paperback
  • Sideantal:
  • 287
  • Udgivet:
  • 10. november 1998
  • Udgave:
  • 11999
  • Størrelse:
  • 235x155x16 mm.
  • Vægt:
  • 475 g.
  • BLACK NOVEMBER
  Gratis fragt
Leveringstid: 8-11 hverdage
Forventet levering: 22. november 2024

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In the mid-eighties Mehra and Prescott showed that the risk premium earned by American stocks cannot reasonably be explained by conventional capital market models. Using time additive utility, the observed risk pre mium can only be explained by unrealistically high risk aversion parameters.

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