The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia Preprint

Bidarkota, Prasad V, Dupoyet, Brice V. (2004). The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia . 10.2139/ssrn.627067

cited authors

  • Bidarkota, Prasad V; Dupoyet, Brice V

authors

publication date

  • January 1, 2004

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)