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... 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"