The Equity Premium Puzzle
碩士 === 國立清華大學 === 科技管理研究所 === 93 === Since the equity premium puzzle was identified by Mehra and Prescott (1985), many papers in this literature has started to discuss this phenomenon and the subsequent problem- risk-free rate puzzle. In accordance with standard asset-pricing theory, if we want to e...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/30232468543772567839 |