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May 01 2002
Idiosyncratic Risk and Volatility Bounds, or Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?
Martin Lettau
Martin Lettau
Federal Reserve Bank of New York and Centre for Economic Policy Research
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Martin Lettau
Federal Reserve Bank of New York and Centre for Economic Policy Research
Received:
April 20 1999
Accepted:
May 10 2001
Online ISSN: 1530-9142
Print ISSN: 0034-6535
© 2002 President and Fellows of Harvard College and the Massachusetts Institute of Technology
2002
The Review of Economics and Statistics (2002) 84 (2): 376–380.
Article history
Received:
April 20 1999
Accepted:
May 10 2001
Citation
Martin Lettau; Idiosyncratic Risk and Volatility Bounds, or Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?. The Review of Economics and Statistics 2002; 84 (2): 376–380. doi: https://doi.org/10.1162/rest.2002.84.2.376
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