The impact of fat tails on equilibrium rates of return and term premia (Q1017010)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The impact of fat tails on equilibrium rates of return and term premia |
scientific article; zbMATH DE number 5554411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of fat tails on equilibrium rates of return and term premia |
scientific article; zbMATH DE number 5554411 |
Statements
The impact of fat tails on equilibrium rates of return and term premia (English)
0 references
18 May 2009
0 references
asset-pricing model
0 references
habit formation
0 references
term premium
0 references
equity premium
0 references
fat tails
0 references
dampened power law
0 references
0 references
0.8812151
0 references
0.85579336
0 references
0.85247415
0 references
0.84631026
0 references
0 references
0.8337767
0 references
0.83172065
0 references
