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- W2112881406 abstract "Abstract This essay reviews the family of models that seek to provide aggregate risk-based explanations for the empirically observed equity premium. Theories based on non-expected utility preference structures, limited financial market participation, model uncertainty, and the small probability of enormous losses are detailed. We impose the additional requirements that candidate models yield consistent intertemporal portfolio choice and that a representative agent can be constructed that is independent of the underlying heterogeneous economy's initial wealth distribution. While many models are able to replicate a wide variety of financial statistics including the premium, few satisfy these latter criteria as well." @default.
- W2112881406 created "2016-06-24" @default.
- W2112881406 creator A5037154785 @default.
- W2112881406 creator A5086183734 @default.
- W2112881406 date "2008-01-01" @default.
- W2112881406 modified "2023-10-12" @default.
- W2112881406 title "Risk-Based Explanations of the Equity Premium" @default.
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- W2112881406 doi "https://doi.org/10.1016/b978-044450899-7.50005-1" @default.
- W2112881406 hasPublicationYear "2008" @default.
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