The Term Structure of Equity Risk Premia: Levered Noise and New Estimates (Q6048021)

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scientific article; zbMATH DE number 7737099
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English
The Term Structure of Equity Risk Premia: Levered Noise and New Estimates
scientific article; zbMATH DE number 7737099

    Statements

    The Term Structure of Equity Risk Premia: Levered Noise and New Estimates (English)
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    13 September 2023
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    equity risk premium
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    dividend strips
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    term structure of equity risk premia
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    limits to arbitrage
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    microstructure frictions
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