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 :
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