๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Skew Risk Premium in the Equity Index Market

โœ Scribed by Kozhan, Roman; Neuberger, Anthony; Schneider, Paul


Book ID
125813434
Publisher
Oxford University Press
Year
2013
Tongue
English
Weight
335 KB
Volume
26
Category
Article
ISSN
0893-9454

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


EXPLAINING THE EQUITY RISK PREMIUM
โœ LAURIAN LUNGU; PATRICK MINFORD ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 439 KB
Handbook of the Equity Risk Premium || F
โœ Cochrane, John H. ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier ๐ŸŒ English โš– 662 KB

Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.

The equity risk premium: A solution?
โœ Rajnish Mehra; Edward C. Prescott ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 328 KB