Equilibrium variance risk premium in a cost-free production economy
type: Item
instance of: scholarly article
title: Equilibrium variance risk premium in a cost-free production economy
zbMATH Open document ID: 1402.91161
author: Xinfeng Ruan
author: Jin E. Zhang
publication date: 2018-11-15T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B38
Mathematics Subject Classification ID: 91B54
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6979864
zbMATH Keywords: variance risk premium
zbMATH Keywords: term structure
zbMATH Keywords: equity premium puzzle
zbMATH Keywords: cost-free production economy
zbMATH Keywords: affine model
MaRDI profile type: Publication
full work available at URL: j.jedc.2018.08.011
OpenAlex ID: W2898549407
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Wikidata QID: Q129040466
DOI: 10.1016/J.JEDC.2018.08.011
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6979864