LongRun Disaster Risk Models
The article reviews literature on long-term risk and rare disaster risk models in asset pricing, introducing new methods to address criticisms and explain the influence of climate change on asset prices.
Featured in No. 74 on 13 Nov 2024 · 6 days after release
- Released
- 7 Nov 2024
- First featured
- No. 74 · 13 Nov 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5013573
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).