• The equity premium puzzle refers to the inability of an important class of economic models to explain the average equity risk premium (ERP) provided by...
    41 KB (5,592 words) - 00:04, 13 March 2024
  • economics, a puzzle is a situation where the implication of theory is inconsistent with observed economic data. An example is the equity premium puzzle, which...
    1 KB (116 words) - 18:18, 18 May 2024
  • disasters are important because they provide an explanation of the equity premium puzzle, the behavior of interest rates, and other economic phenomena. The...
    9 KB (1,400 words) - 00:01, 13 March 2024
  • and in fact, possibly to Lucas' entire approach is the so-called equity premium puzzle, first observed by Mehra and Prescott in 1985. The analysis above...
    14 KB (2,053 words) - 23:02, 7 December 2023
  • Thumbnail for Loss aversion
    aversion was also used to support the status quo bias in 1988, and the equity premium puzzle in 1995. In the 2000s, behavioural finance was an area with frequent...
    53 KB (6,812 words) - 14:46, 4 June 2024
  • List of unsolved problems in economics (category Economic puzzles)
    minimal exceptions, is unlikely to be successful. Equity premium puzzle: The equity premium puzzle is thought to be one of the most important outstanding...
    18 KB (2,063 words) - 07:50, 26 January 2024
  • Economics, 14 (3): 319–338, doi:10.1016/0304-3932(84)90046-1 Economic puzzle Real exchange-rate puzzles Equity premium puzzle Peso problem (finance) v t e...
    1 KB (162 words) - 10:46, 28 July 2020
  • Thumbnail for Prospect theory
    with standard economic rationality: the equity premium puzzle, the excess returns puzzle and long swings/PPP puzzle of exchange rates through the endogenous...
    43 KB (6,046 words) - 02:54, 12 May 2024
  • Thumbnail for Cumulative prospect theory
    in particular the equity premium puzzle, the asset allocation puzzle, the status quo bias, various gambling and betting puzzles, intertemporal consumption...
    5 KB (616 words) - 15:35, 1 June 2022
  • explanations of the equity premium puzzle. It is argued that the cause is entry barriers (both practical and psychological) and that the equity premium should reduce...
    104 KB (11,246 words) - 10:11, 31 May 2024