The equity premium in a production economy; A new perspective involving recursive utility
Year of publication: |
2015-04-10
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Authors: | Aase, Knut K. |
Institutions: | Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) |
Subject: | Equity risk premium | production economy | recursive utility | CAPM | CCAPM | ICAPM |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion Papers Number 2015/15 47 pages |
Classification: | D51 - Exchange and Production Economies ; D53 - Financial Markets ; D90 - Intertemporal Choice and Growth. General ; E21 - Consumption; Saving ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
-
Recursive Utility and the Equity Premium Puzzle : A Discrete-Time Approach
Aase, Knut K., (2015)
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Recursive Utility and Jump-Diffusions
Aase, Knut K., (2015)
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Recursive Utility and Jump-Diffusions
Aase, Knut K., (2014)
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Strategic Insider Trading Equilibrium: A Forward Integration Approach
Aase, Knut K., (2007)
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On the Consistency of the Lucas Pricing Formula
Aase, Knut K., (2005)
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Recursive utility and disappearing puzzles for continuous-time models
Aase, Knut K., (2013)
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