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10-007/2 - World Equity Premium based Risk Aversion Estimates


  • Authors
    L.C.G. Pozzi, Erasmus University Rotterdam; C.G. de Vries, Erasmus University Rotterdam; J. Zenhorst, Erasmus University Rotterdam
  • Publication date
    January 5, 2010
  • Keywords
    Equity premium puzzle, Jackknife, Pooling
  • JEL
    E21, G12