The impact of fat tails on equilibrium rates of return and term premia Article

Bidarkota, Prasad V., Dupoyet, Brice V.. (2007). The impact of fat tails on equilibrium rates of return and term premia . JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 31(3), 887-905. 10.1016/j.jedc.2006.03.001



cited authors

  • Bidarkota, Prasad V.; Dupoyet, Brice V.

publication date

  • 2007

Digital Object Identifier (DOI)

start page

  • 887

end page

  • 905

volume

  • 31

issue

  • 3

research area