Income Insurance and the Equilibrium Term-Structure of Equity
Year of publication: |
2015
|
---|---|
Authors: | Marfè, Roberto |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | term structure of equity | income insurance | dividend strips | distributional risk | equilibrium asset pricing |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 407 77 pages |
Classification: | D53 - Financial Markets ; E24 - Employment; Unemployment; Wages ; E32 - Business Fluctuations; Cycles ; G12 - Asset Pricing |
Source: |
-
Labor Relations, Endogenous Dividends and the Equilibrium Term Structure of Equity
Marfè, Roberto, (2013)
-
The Term Structure of the Welfare Cost of Uncertainty
Lopez, P., (2014)
-
Wang, Yajie, (2022)
- More ...
-
Survey Expectations and the Equilibrium Risk-Return Trade Off
Marfè, Roberto, (2015)
-
A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE
MARFÈ, ROBERTO, (2012)
-
A generalized variance gamma process for financial applications
Marfè, Roberto, (2012)
- More ...