WOULD THERE EVER BE CONSENSUS VALUE AND SOURCE OF THE EQUITY RISK PREMIUM? A REVIEW OF THE EXTANT LITERATURE

DOI10.1142/S021902490600355XzbMath1137.91500MaRDI QIDQ5291321

Oluwatobi Oyefeso

Publication date: 10 May 2006

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

excess returnsequity premium puzzleCAPMrisk-free rate puzzleequity risk premium

Mathematics Subject Classification ID

Cites Work

• Equilibrium asset prices with undiversifiable labor income risk
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Myopic Loss Aversion and the Equity Premium Puzzle

This page was built for publication: WOULD THERE EVER BE CONSENSUS VALUE AND SOURCE OF THE EQUITY RISK PREMIUM? A REVIEW OF THE EXTANT LITERATURE