The efficient index hypothesis and its implications in the BSM model
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References listed on IDEAS
- Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March.
- Mehra, Rajnish, 2007. "The Equity Premium Puzzle: A Review," Foundations and Trends(R) in Finance, now publishers, vol. 2(1), pages 1-81, September.
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- Vladimir Vovk & Glenn Shafer, 2016. "A probability-free and continuous-time explanation of the equity premium and CAPM," Papers 1607.00830, arXiv.org.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-09-22 (All new papers)
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