Handbook of the equity risk premium [electronic resource] /
[edited] by Rajnish Mehra
- 1st ed.
- Amsterdam ; Boston : Elsevier, 2008.
- 1 online resource (xxiii, 609 p.) : ill.
- Handbooks in finance .
- Handbooks in finance. .
Description based on print version record.
Includes bibliographical references and index.
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.
136113:136246 Elsevier Science & Technology http://www.sciencedirect.com
Stocks.
Investments.
HG4661 / .H287 2008eb
332.6
Description based on print version record.
Includes bibliographical references and index.
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.
136113:136246 Elsevier Science & Technology http://www.sciencedirect.com
Stocks.
Investments.
HG4661 / .H287 2008eb
332.6