A Long-Run Risks Model of Asset Pricing with Fat Tails Article

Wang, Zhiguang (Gerald), Bidarkota, Prasad V.. (2010). A Long-Run Risks Model of Asset Pricing with Fat Tails . REVIEW OF FINANCE, 14(3), 409-449. 10.1093/rof/rfp015



cited authors

  • Wang, Zhiguang (Gerald); Bidarkota, Prasad V.

fiu authors

publication date

  • 2010

published in

Digital Object Identifier (DOI)

start page

  • 409

end page

  • 449

volume

  • 14

issue

  • 3

research area