2006•SSRN Electronic JournalOpen access

Idiosyncratic Risk and Volatility Bounds, or Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?

Martin Lettau

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Key concepts: Systematic risk, Volatility risk premium, Economics, Risk premium, Equity premium puzzle, Volatility (finance), Financial economics, Econometrics

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Idiosyncratic Risk and Volatility Bounds, or Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? — Research Paper | ScholarLens