✦ LIBER ✦

Heterogeneity of First-order Risk Aversion and the Equity Premium

✍ Scribed by Wataru Ohta

Book ID: 108566410
Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 389 KB
Volume: 49
Category: Article
ISSN: 1352-4739
DOI: 10.1111/1468-5876.00083

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

First-Order Risk Aversion, Heterogeneity

First-Order Risk Aversion, Heterogeneity, and Asset Market Outcomes

✍ DAVID A. CHAPMAN; VALERY POLKOVNICHENKO 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 221 KB

Volatility Risk Premium, Risk Aversion,

Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns

✍ Peter Nyberg; Anders Wilhelmsson 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 168 KB

Discussion of Estimating the Equity Risk

Discussion of Estimating the Equity Risk Premium Using Accounting Fundamentals

✍ Mark Tipping 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 120 KB

Market efficiency, asset returns, and th

Market efficiency, asset returns, and the size of the risk premium in global equity markets

✍ Ravi Bansal; Christian Lundblad 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 424 KB

An Alternative Estimation Method of the

An Alternative Estimation Method of the Equity Risk Premium using Financial Statements and Market Data

✍ Martti Luoma; Petri Sahlström; Reijo Ruuhela 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 109 KB

This paper develops a method to estimate the equity risk premium. The method exploits the Earn Back Period (EBP) formula presented by Luoma and Ruuhela (2001), which is a generalization of the P/E ratio. The EBP has a clear theoretical interpretation and can be used to compare stocks with different

Observation of first- and second-order t

Observation of first- and second-order transitions during the heating of Argonne Premium coals

📂 Article 📅 1995 🏛 Elsevier Science ⚖ 194 KB