回首頁 (回前一個查詢頁籤) [ subject:"332.6" ]

Handbook of the equity risk premium
Mehra, Rajnish.

 

  • Handbook of the equity risk premium
  • 紀錄類型: 書目-語言資料,印刷品 : 單行本
    其他作者: MehraRajnish.,
    其他團體作者: ScienceDirect (Online service)
    出版地: Amsterdam
    出版者: Elsevier;
    出版年: 2008.
    版本: 1st ed.
    面頁冊數: xxiii, 609 p.ill. : 25 cm.;
    集叢名: Handbooks in finance
    標題: Investments. -
    標題: Risk. -
    標題: Stocks. -
    標題: Electronic books. -
    電子資源: http://www.loc.gov/catdir/enhancements/fy0806/2007300360-d.html
    電子資源: http://www.loc.gov/catdir/enhancements/fy0806/2007300360-d.html
    附註: Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008.
    摘要註: Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.
    ISBN: 0444508996
    內容註: Rajnish Mehra (UCSB), Introduction. 1. Rajnish Mehra (UCSB)and Edward C. Prescott (Arizona State), The Equity Premium: ABCs. 2. John B. Donaldson (Columbia) and Rajnish Mehra (UCSB), Risk Based Explanations of the Equity Premium. 3. Rajnish Mehra (UCSB)and Edward C. Prescott (Arizona State), Non-Risk Based Explanations of the Equity Premium. 4. Andy Abel (Wharton), Equity Premia with Benchmark Levels of Consumption: Closed-Form Results. 5. Ravi Bansal (Duke), Long Run Risks and Risk Compensation in Equity Markets. 6. Nick Barberis (Yale) and Ming Huang (Cornell), The Loss Aversion/Narrow Framing Approach to the Stock Market Pricing and Participation Puzzles. 7. John Cochrane (Chicago), Financial Markets and the Real Economy. 8. George Constantinides (Chicago), Understanding the Equity Risk Premium Puzzle. 9. Gurdip Bakshi (Maryland) and Zhiwu Chen (Yale), Cash Flow Risk and the Equity Premium Puzzle. 10. Jean-Pierre Danthine (Lausanne), John Donaldson (Columbia) and Paolo Siconolfi (Columbia), Distribution Risk and Equity Returns. 11. Elroy Dimson (LBS), Paul Marsh (LBS) and Mike Staunton (LBS), The Worldwide Equity Premium: A Smaller Puzzle. 12. William Goetzmann (Yale) and Roger Ibbotson (Yale), History and the Equity Risk Premium. 13. John Heaton (Chicago) and Debbie Lucas (Northwestern), Can Heterogeneity, Undiversifiable Risk, and Trading Frictions Explain the Equity Premium? 14. Kjetil Storesletten (U Oslo), Chris Telmer (CMU) and Amir Yaron (Wharton), Asset Prices and Intergenerational Risk Sharing: the Role of Idiosyncratic Earnings Shocks.
    內容註: The equity premium : ABCs / Rajnish Mehra and Edward C. Prescott Risk-based explanations of the equity premium / John B. Donaldson and Rajnish Mehra Non-risk-based explanations of the equity premium / Rajnish Mehra and Edward C. Prescott Equity premia with benchmark levels of consumption : closed-form results / Andrew B. Abel Long-run risks and risk compensation in equity markets / Ravi Bansal The loss aversion/narrow framing approach to the equity premium puzzle / Nicholas Barberis and Ming Huang Financial markets and the real economy / John H. Cochrane Understanding the equity risk premium puzzle / George M. Constantinides Cash flow risk, discounting risk, and the equity premium puzzle / Gurdip Bakshi and Zhiwu Chen Distribution risk and equity returns / Jean-Pierre Danthine, John B. Donaldson, and Paolo Siconolfi The worldwide equity premium : a smaller puzzle / Elroy Dimson, Paul Marsh, and Mike Stauhton History and the equity risk premium / William N. Goetzmann and Roger G. Ibbotson Can heterogeneity, undiversified risk, and trading frictions solve the equity premium puzzle / John C. Heaton and Deborah Lucas Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks / Kjetil Storesletten, Chris Telmer, and Amir Yaron.
多媒體
評論
Export
取書館別
 
 
修改密碼
登入