Equity Premium Puzzle
Mostrando 13-16 de 16 artigos, teses e dissertações.
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13. Equity-premium puzzle: evidence from Brazilian data
Este trabalho usa dados brasileiros do período 1992:1-2004:2 e dois diferentes métodos (aproximação sob a hipótese de lognormalidade e calibração) para avaliar a existência de um "equity-premium puzzle" no Brasil. Em contraste com alguns trabalhos prévios da literatura nacional, conclui-se que o modelo usado por Mehra and Prescott (1985), seja com p
Economia Aplicada. Publicado em: 2006-06
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14. ANÁLISE E AVALIAÇÃO DO EQUITY PREMIUM PUZZLE NO MERCADO ACIONÁRIO BRASILEIRO SOB DIFERENTES CONTEXTOS ECONÔMICOS / ANALYSIS AND VALUATION OF EQUITY PREMIUM PUZZLE IN THE BRAZILIAN STOCK MARKETS UNDER DIFFERENT ECONOMIC CONTEXTS
The Equity Premium Puzzle has been very studied in the world since 1985, year of the publication of the work of Mehra and Prescott. The intention of this dissertation was to make an analysis and valuation of the Equity Premium Puzzle being used different contexts lived in the Brazilian economy in the period of 1990 up to 2005. It was used the representative
Publicado em: 2006
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15. Multidimensional robust control, uncertainty and finance / Multidimensional robust control, uncertainty and finance
Optimal control theory has being a source of useful tools (including Euler equations, ztransforms, lag operators, Bellman equations, Kalman filtering) to study dynamic economics problems. A more recent field of optimal control, namely robust control, has recently been adopted by some leading economists (Thomas Sargent, Lars Hansen and coauthors) to study imp
Publicado em: 2006
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16. Equity-Premium Puzzle: Evidence From Brazilian Data
pt
Fundação Getulio Vargas. Publicado em: 01/04/2005