Why is long-horizon equity less risky?: A duration-based explanation of the value premium
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Centre for Economic Policy Research
2005
|
| Schriftenreihe: | Discussion paper series / Centre for Economic Policy Research
4921 : Financial economics |
| Beschreibung: | 37, [22] S. graph. Darst. 22 cm |
Internformat
MARC
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Datensatz im Suchindex
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| illustrated | Illustrated |
| index_date | 2024-07-02T22:37:53Z |
| indexdate | 2024-07-09T21:24:32Z |
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| language | English |
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| publishDate | 2005 |
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| spelling | Lettau, Martin 1966- Verfasser (DE-588)128731788 aut Why is long-horizon equity less risky? A duration-based explanation of the value premium Martin Lettau and Jessica Wachter London Centre for Economic Policy Research 2005 37, [22] S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Centre for Economic Policy Research 4921 : Financial economics Wachter, Jessica Verfasser (DE-588)128975989 aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research <London> Discussion paper 4921 (DE-604)BV023545932 4921 |
| spellingShingle | Lettau, Martin 1966- Wachter, Jessica Why is long-horizon equity less risky? A duration-based explanation of the value premium |
| title | Why is long-horizon equity less risky? A duration-based explanation of the value premium |
| title_auth | Why is long-horizon equity less risky? A duration-based explanation of the value premium |
| title_exact_search | Why is long-horizon equity less risky? A duration-based explanation of the value premium |
| title_exact_search_txtP | Why is long-horizon equity less risky? A duration-based explanation of the value premium |
| title_full | Why is long-horizon equity less risky? A duration-based explanation of the value premium Martin Lettau and Jessica Wachter |
| title_fullStr | Why is long-horizon equity less risky? A duration-based explanation of the value premium Martin Lettau and Jessica Wachter |
| title_full_unstemmed | Why is long-horizon equity less risky? A duration-based explanation of the value premium Martin Lettau and Jessica Wachter |
| title_short | Why is long-horizon equity less risky? |
| title_sort | why is long horizon equity less risky a duration based explanation of the value premium |
| title_sub | A duration-based explanation of the value premium |
| volume_link | (DE-604)BV023545932 |
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