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
Keywords :
Equity premium , Habit formation , Term premium , Dampenedpower law , Asset-pricing model , Fat tails
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control