Market Ambiguity and Risk-Return Tradeoff
The risk-return balance in the stock market is affected by the investor's attitude towards ambiguity, with increased market volatility causing a decrease in the equity premium's slope when market optimism is high.
Featured in No. 30 on 20 Dec 2023 ·
- Released
- 21 Sep 2023
- First featured
- No. 30 · 20 Dec 2023
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- Identifier
- SSRN 4667242
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