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Economics / Equity premium puzzle / Volatility / Elasticity of intertemporal substitution / Mathematical finance / Financial economics / Finance


Stochastic Discount Factor Models and the Equity Premium Puzzle Christopher Otrok University of Virginia B. Ravikumar University of Iowa
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Document Date: 2002-12-05 14:28:24

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City

Iowa City / Charlottesville / /

Company

L. When / /

Country

United States / /

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Facility

University of Virginia / University of Iowa / Equity Premium Puzzle Christopher Otrok University of Virginia B. Ravikumar University of Iowa Charles H. Whiteman* University / Pappajohn Business Building / Rouss Hall / /

IndustryTerm

lag operator / /

MarketIndex

S&P 500 / /

Organization

University of Virginia / University of Iowa / Department of Economics / National Science Foundation / /

Person

Charles H. Whiteman / Lam / Mark / Christopher Otrok / /

Position

Rt / Fisher / representative / /

ProvinceOrState

Virginia / Iowa / /

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