Corporate Fraction and the Equilibrium Term Structure of Equity Risk *

DOI10.1093/ROF/RFV019zbMath1404.62107OpenAlexW2268582871MaRDI QIDQ4554772

Roberto Marfe

Publication date: 9 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfv019

zbMATH Keywords

asset pricing modelsterm structureequity riskcorporate fraction

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Corporate finance (dividends, real options, etc.) (91G50)

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