Equilibrium variance risk premium in a cost-free production economy (Q1624128)
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scientific article; zbMATH DE number 6979864
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium variance risk premium in a cost-free production economy |
scientific article; zbMATH DE number 6979864 |
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Equilibrium variance risk premium in a cost-free production economy (English)
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15 November 2018
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variance risk premium
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term structure
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equity premium puzzle
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cost-free production economy
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affine model
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