What Puzzles? New insights in asset pricing
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More about this item
Keywords
The equity premium puzzle; the risk-free rate puzzle; recursive utility; early resolution; utility gradients; dynamic programming; The Stern Review;All these keywords.
JEL classification:
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- D90 - Microeconomics - - Micro-Based Behavioral Economics - - - General
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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