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Handbook of the equity risk premium

紀錄類型:	書目-語言資料,印刷品 : 單行本
正題名/作者:	Handbook of the equity risk premium/ [edited] by Rajnish Mehra
其他作者:	Mehra, Rajnish.
出版者:	Amsterdam ;Elsevier, : 2008.,
面頁冊數:	xxiii, 609 p. :ill. ; : 25 cm.;
叢書名:	Handbooks in finance
標題:	Stocks. -
電子資源:	An electronic book accessible through the World Wide Web; click for information
ISBN:	9780444508997

Handbook of the equity risk premium
Handbook of the equity risk premium[electronic resource] /[edited] by Rajnish Mehra - 1st ed. - Amsterdam ;Elsevier,2008. - xxiii, 609 p. :ill. ;25 cm. - Handbooks in finance.

Includes bibliographical references and index.

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.

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.

Electronic reproduction.
Amsterdam :
Elsevier Science & Technology,
2008.

Mode of access: World Wide Web.

ISBN: 9780444508997

Source: 136113:136246Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

484389
Stocks.
Index Terms--Genre/Form:

498447
Electronic books.

LC Class. No.: HG4661 / .H287 2008eb

Dewey Class. No.: 332.6

Handbook of the equity risk premium
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300 $a xxiii, 609 p. : $b ill. ; $c 25 cm.
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504 $a Includes bibliographical references and index.
505 0 $a 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.
505 0 $a 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 andthe 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.
520 $a 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.
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