A Long-Run Risks Model of Asset Pricing with Fat Tails

A Long-Run Risks Model of Asset Pricing with Fat Tails Article

Wang, Zhiguang Gerald, Bidarkota, Prasad V. (2010). A Long-Run Risks Model of Asset Pricing with Fat Tails . REVIEW OF FINANCE, 14(3), 409-449. 10.1093/rof/rfp015

Open Access

cited authors

Wang, Zhiguang Gerald; Bidarkota, Prasad V

sustainable development goals

SDG 08: Decent Work and Economic Growth

authors

Bidarkota, Prasad

publication date

July 1, 2010

webpage

https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000280018900002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=e451fd656366bf1ec5554941920a9ccb

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REVIEW OF FINANCE Journal

keywords

BEHAVIOR
Business & Economics
Business, Finance
E43
EQUITY PREMIUM
Economics
G12
G13
PRICES
PUZZLE
RETURNS
Social Sciences

FIU Discovery

A Long-Run Risks Model of Asset Pricing with Fat Tails Article

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sustainable development goals

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