The Equity Premium: A Solution

By Y. Ben-Haim. 2005

146 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/7b5e074b22bc1212e1e8770c1e314db3b87a4b5f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Hui Chi Chen
2. Scott Joslin
3. Ngoc-Khanh Tran
4. Sebastian Gryglewicz
5. Brent Glover
6. François Gourio
7. Michael Siemer
8. Jaewon Choi

Citations in the corpus

• Chapter 14 The equity premium in retrospect (2003, unknown): “24 See, Rietz (1988) and Mehra and Prescott (1988).”
• The Lucas Orchard (2011, unknown): “As in Rietz (1988) and Barro (2006), incorporating rare disasters makes it easier to match the observed riskless rate and equity premium.”
• Rare Disasters and Risk Sharing with Heterogeneous Beliefs (2011, background): “1 Earlier contributions on disaster risk include Rietz (1988), Longstaff and Piazzesi (2004), and Liu, Pan, and Wang (2005).”