Intertemporal Asset Pricing: Evidence from Germany

by Bernd Meyer

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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... This description may be from another edition of this product.

Format:Paperback

Language:English

ISBN:3790811599

ISBN13:9783790811599

Release Date:November 2001

Publisher:Physica-Verlag

Length:287 Pages

Weight:0.94 lbs.

Dimensions:0.6" x 6.1" x 9.2"

Related Subjects

Business Business & Investing Math Mathematics Science & Math

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Intertemporal Asset Pricing: Evidence from Germany

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