Why is Long-Horizon Equity Less Risky? A Duration-Based...

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Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

Lettau, Martin, Wachter, Jessica A.
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Year:
2005
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.661346
File:
PDF, 457 KB
english, 2005
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