Kenneth Arrow, Stanford University, Stanford, CA, USA
G. Constantinides, University of Chicago, Chicago, IL, USA
H.M Markowitz, University of California-San Diego, La Jolla, CA, USA
R.C. Merton, Harvard Business School, Cambridge, MA, USA
S.C. Myers, MIT, Sloan School of Management, Cambridge, MA, USA
P.A. Samuelson, Mass Inst. of Technology, Cambridge, MA, USA
W.F. Sharpe, Graduate School of Business, Stanford, CA, USA
Rajnish Mehra, University of California Santa Barbara
Description
Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses
a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.
Included in series
Handbooks in Finance
