Blar i NHH Brage på emneord "equity premium puzzle"
Viser treff 1-4 av 4
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Long dated life insurance and pension contracts
(Discussion paper, Working paper, 2011-05) -
The long term equilibrium interest rate and risk premiums under uncertainty
(Discussion paper, Working paper, 2011-02) -
Risk aversion in the large and in the small
(Discussion paper;2011:12, Working paper, 2011-06)Estimates of agents' risk aversion differ between market studies and experimental studies. We demonstrate that the estimates can be reconciled through consistent treatment of agents' tendency for narrow framing, regarding ... -
Using option pricing theory to infer about equity premiums
(Discussion paper, Working paper, 2005-11)In this paper we make use of option pricing theory to infer about historical equity premiums. This we do by comparing the prices of an American perpetual put option computed using two different models: The first is the ...