World Equity Premium Based Risk Aversion Estimates

SSRN Electronic Journal
doi 10.2139/ssrn.1532686
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Myopic Loss-Aversion and the Equity Premium Puzzle

2011English

Myopic Loss Aversion, Information Dissemination, and the Equity Premium Puzzle

SSRN Electronic Journal
2003English

Ambiguity Aversion and Variance Premium

2019English

The Equity Risk Premium Is Lower Than You Think It Is: Empirical Estimates From a New Approach

SSRN Electronic Journal
1999English

Ambiguity Aversion and Variance Premium

SSRN Electronic Journal
2012English

What Explains the Equity Risk Premium in ASEAN Countries?

Journal of Applied Business Research
International ManagementBusiness
2016English

The Skew Risk Premium in the Equity Index Market

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2013English

The Equity Risk Premium Amid a Global Financial Crisis

SSRN Electronic Journal
2009English

The Credit Risk Premium in a Disaster-Prone World

SSRN Electronic Journal
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy