Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle : The Rational Finance Approach
Year of publication: |
2020
|
---|---|
Authors: | Rachev, Svetlozar T. |
Other Persons: | Stoyanov, Stoyan V. (contributor) ; Mittnik, Stefan (contributor) ; Fabozzi, Frank J. (contributor) ; Shirvani, Abootaleb (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | CAPM | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 4, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3531387 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; c58 ; g02 ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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