Intertemporal Asset Pricing Evidence from Germany

Intertemporal Asset Pricing Evidence from Germany / by Bernd Meyer.

In the mid-eighties Mehra and Prescott showed that the risk premium earned by American stocks cannot reasonably be explained by conventional capital market models. Using time additive utility, the observed risk pre­ mium can only be explained by unrealistically high risk aversion parameters. This ph...

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Bibliographic Details
Main Author: Meyer, Bernd (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 1999.
Edition:1st ed. 1999.
Series:Contributions to Economics,
Springer eBook Collection.
Subjects:
Finance.
Econometrics.
Economics, Mathematical .
Electronic resources (E-books)
Online Access:Click to view e-book
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Call Number: E-Book
Status: Available

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