A new methodology for studying the equity premium

DOI10.1007/s10479-008-0484-1zbMath1233.91212OpenAlexW2070341979MaRDI QIDQ993715

Elie Appelbaum, Parantap Basu

Publication date: 20 September 2010

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://repec.org/res2004/BasuAppelbaum.pdf

zbMATH Keywords

momentsequity premiumconsumption function

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Temporal risk and the nature of induced preferences
• Strongly consistent estimators of k-th order regression curves and rates of convergence
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Smoothness of the Policy Function in Discrete Time Economic Models
• THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH
• A note on some limitations of CRRA utility
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