An alternative representation of the C-CAPM with higher-order risks
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DOI: 10.1057/s10713-023-00085-2
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More about this item
Keywords
C-CAPM; Expectation dependence; Higher-order risk; Equity risk premium; Variance risk premium;All these keywords.
JEL classification:
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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