Forward-Looking Market Risk Premium

Jin-Chuan Duan, Weiqi Zhang. Forward-Looking Market Risk Premium. Management Science, 60(2):521-538, 2014. [doi]

@article{DuanZ14-1,
  title = {Forward-Looking Market Risk Premium},
  author = {Jin-Chuan Duan and Weiqi Zhang},
  year = {2014},
  doi = {10.1287/mnsc.2013.1758},
  url = {http://dx.doi.org/10.1287/mnsc.2013.1758},
  researchr = {https://researchr.org/publication/DuanZ14-1},
  cites = {0},
  citedby = {0},
  journal = {Management Science},
  volume = {60},
  number = {2},
  pages = {521-538},
}