Equity Risk Premium

DOI10.1080/10920277.2004.10596128zbMath1085.91520OpenAlexW1565518346MaRDI QIDQ5716032

Richard A. Derrig, Elisha D. Orr

Publication date: 6 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2004.10596128

Mathematics Subject Classification ID

Related Items (1)

Managing the Invisible: Identifying Value-Maximizing Combinations of Risk and Capital

Cites Work

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• Prospect Theory and Asset Prices
• Prospect Theory: An Analysis of Decision under Risk
• On the volatility of stock prices: an exercise in quantitative theory
• Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
• Myopic Loss Aversion and the Equity Premium Puzzle
• Pensions and Capital Structure

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