A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001)
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scientific article; zbMATH DE number 1106688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle |
scientific article; zbMATH DE number 1106688 |
Statements
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (English)
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21 January 1998
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risk premiums
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jumps in consumption
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equity premium puzzle
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diffusion model
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