Cargando…
Handbook of the equity risk premium /
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.
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Elsevier,
2008.
|
| Edición: | 1st ed. |
| Colección: | Handbooks in finance.
|
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- The equity premium : ABCs / Rajnish Mehra and Edward C. Prescott
- Risk-based explanations of the equity premium / John B. Donaldson and Rajnish Mehra
- Non-risk-based explanations of the equity premium / Rajnish Mehra and Edward C. Prescott
- Equity premia with benchmark levels of consumption : closed-form results / Andrew B. Abel
- Long-run risks and risk compensation in equity markets / Ravi Bansal
- The loss aversion/narrow framing approach to the equity premium puzzle / Nicholas Barberis and Ming Huang
- Financial markets and the real economy / John H. Cochrane
- Understanding the equity risk premium puzzle / George M. Constantinides
- Cash flow risk, discounting risk, and the equity premium puzzle / Gurdip Bakshi and Zhiwu Chen
- Distribution risk and equity returns / Jean-Pierre Danthine, John B. Donaldson, and Paolo Siconolfi
- The worldwide equity premium : a smaller puzzle / Elroy Dimson, Paul Marsh, and Mike Stauhton
- History and the equity risk premium / William N. Goetzmann and Roger G. Ibbotson
- Can heterogeneity, undiversified risk, and trading frictions solve the equity premium puzzle / John C. Heaton and Deborah Lucas
- Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks / Kjetil Storesletten, Chris Telmer, and Amir Yaron.