Short-run risk, business cycle, and the value premium (Q2246740)
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: Short-run risk, business cycle, and the value premium |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-run risk, business cycle, and the value premium |
scientific article |
Statements
Short-run risk, business cycle, and the value premium (English)
0 references
16 November 2021
0 references
long-run and short-run consumption risk
0 references
value premium
0 references
business cycle
0 references
portfolio selection
0 references
stochastic covariance
0 references
0 references
0.8510046
0 references
0.8504245
0 references
0.84116733
0 references
0 references
0.82516706
0 references
0 references
0 references
0.8201968
0 references
0.81644773
0 references
