Dynamics of Subjective Risk Premia
收藏NBER2022-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29803
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资源简介：
We examine subjective risk premia implied by return expectations of individual investors and professionals for aggregate portfolios of stocks, bonds, currencies, and commodity futures. While in-sample predictive regressions with realized excess returns suggest that objective risk premia vary
提供机构：
美国国家经济研究局
创建时间：
2022-02-01
