The equity premium puzzle

Type
  • Bachelor Thesis Business Administration
  • Master Thesis Business Administration
Status
completed
Tutor
Jonas Dorlöchter, M.Sc.
Examiner

Abstract

Einführungsliteratur:

  • Shlomo Benartzi/ Richard H. Thaler (1995): Myopic Loss Aversion and the Equity Premium Puzzle, in: The Quarterly Journal of Economics 110 (1), S. 73–92 
  • Uri Gneezy/ Jan Potters (1997): An Experiment on Risk Taking and Evaluation Periods, in: The Quarterly Journal of Economics 112 (2), S. 631-645
  • Rajnish Mehra/ Edward C. Prescott (1985): The equity premium: A puzzle, in: Journal of Monetary Economics, 15 (2), S. 145-161