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

Prasad V. Bidarkota () and Brice V. Dupoyet

Journal of Economic Dynamics and Control, 2007, vol. 31, issue 3, pages 887-905

Date: 2007
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Working Paper: The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia (2004)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:31:y:2007:i:3:p:887-905

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