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Utility-implied term structures of equity risk premia - MaRDI portal

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Utility-implied term structures of equity risk premia (Q6665036)

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scientific article; zbMATH DE number 7968841
Language Label Description Also known as
English
Utility-implied term structures of equity risk premia
scientific article; zbMATH DE number 7968841

    Statements

    title
    Utility-implied term structures of equity risk premia (English)
    0 references
    author
    Louis R. Piccotti
    0 references
    publication date
    16 January 2025
    0 references
    zbMATH Keywords
    asset pricing
    0 references
    equity risk premium term structure
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    frequency domain
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    Identifiers

    zbMATH DE Number
    7968841
    0 references
     
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