Open AccessThe Term Structure of Equity Risk Premia: Levered Noise and New Estimates
Author(s) -
Oliver Boguth,
Murray Carlson,
Adlai J. Fisher,
Mikhail Simutin
Publication year - 2022
Publication title -
review of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1875-824X
pISSN - 1572-3097
DOI - 10.1093/rof/rfac062
Subject(s) - equity (law) , econometrics , dividend , arbitrage , economics , term (time) , logarithm , financial economics , mathematics , finance , mathematical analysis , physics , quantum mechanics , political science , law
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