Equity premium puzzle

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Related lectures (18)

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Asset Pricing Puzzles: Understanding Risk and Utility Models

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Dynamic Portfolio Choice: Wealth Dynamics and HJB Equation

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Equity Premium Puzzle

Explores the Equity Premium Puzzle and its macrofinance implications.

Risk and Risk Premium

Explores risk evaluation, equivalent value, and insurance premium in lotteries, as well as discount rate adjustments.

Asset Pricing: Excess Volatility Puzzle

Explores the Excess Volatility Puzzle in asset pricing, analyzing the relationship between stock prices and dividends, predictability of returns, and implications of risk-aversion.

Expected Utility and Risk-Aversion

Explores expected utility theory, risk-aversion, utility functions, and decision-making under uncertainty.

Macrofinance: Models and Policy Decisions

Covers macroeconomic models incorporating financial markets and analyzing financial decisions, macroeconomic events, and policy decisions.

Macrofinance Models Analysis

Covers macroeconomic models incorporating financial markets, analyzing financial decisions, macroeconomic events, and policy responses.

Risk and Diversification

Examines risk evaluation, certainty equivalent, and diversification strategies to reduce risk in decision-making processes.

Macrofinance Models: Consumption and Equilibrium

Covers the infinite-horizon consumption-based model and its implications for financial decisions and macroeconomic events.