Risk premia estimation in Brazil: wait until 2041
The estimation results of Brazilian risk premia are not robust in the literature. For instance, among the 133 market risk premium estimates reported on the literature, 41 are positives, 18 are negatives and the remainder are not significant. In this study, we investigate the grounds for this lack of...
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| Format: | Others |
| Language: | en |
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Biblioteca Digitais de Teses e Dissertações da USP
2016
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| Online Access: | http://www.teses.usp.br/teses/disponiveis/12/12138/tde-23082016-103818/ |