The Risk Premium for Equity: Implications for the Proposed Diversification of the Social Security Fund
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Citations
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Cited by:
- John Quiggin & Robert G. Chambers, 2006.
"The state-contingent approach to production under uncertainty ,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 50(2), pages 153-169, June.
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- Zimper, Alexander, 2012. "Asset pricing in a Lucas fruit-tree economy with the best and worst in mind," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 610-628.
- Corneo, Giacomo, 2015.
"Inequality, Public Wealth, and the Federal Shareholder,"
CEPR Discussion Papers
10920, C.E.P.R. Discussion Papers.
- Giacomo Corneo, 2016. "Inequality, Public Wealth, and the Federal Shareholder," CESifo Working Paper Series 5861, CESifo.
- Corneo, Giacomo, 2016. "Inequality, Public Wealth, and the Federal Shareholder," IZA Policy Papers 115, Institute of Labor Economics (IZA).
- Quiggin, John & Chambers, Robert G., 2005. "The state-contingent approach to production and uncertainty," Risk and Sustainable Management Group Working Papers 151168, University of Queensland, School of Economics.
- Grant Simon & Quiggin John, 2005. "What Does the Equity Premium Mean?," The Economists' Voice, De Gruyter, vol. 2(4), pages 1-7, September.
- Grant, Simon & Quiggin, John, 2003. "The Risk Premium for Equity: Implicatiosn for Resource Allocation, Welfare adn Policy," Working Papers 2003-14, Rice University, Department of Economics.
- Li, Jinlu, 2010. "Some solutions to the equity premium and volatility puzzles," MPRA Paper 26833, University Library of Munich, Germany, revised 01 Aug 2010.
- Liu, Liqun & Wang, Zijun, 2008. "A note on an interpretation to consumption-based CAPM," Economics Letters, Elsevier, vol. 99(3), pages 443-445, June.
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