Title of article
The impact of fat tails on equilibrium rates of return and term premia
Author/Authors
Prasad V. Bidarkota، نويسنده , , Brice V. Dupoyet، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
19
From page
887
To page
905
Keywords
Equity premium , Habit formation , Term premium , Dampenedpower law , Asset-pricing model , Fat tails
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239019
Link To Document