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A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models.

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Title: A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models.
Authors: Chabi-Yo, Fousseni1 (AUTHOR) fchabiyo@isenberg.umass.edu, Loudis, Johnathan A.2 (AUTHOR) jloudis@nd.edu
Source: Management Science (INFORMS). Oct2024, Vol. 70 Issue 10, p6804-6834. 31p.
Database: Business Source Ultimate
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        Value: 10.1287/mnsc.2022.01663
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        Text: English
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        PageCount: 31
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              Text: Oct2024
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