Limited Risk Transfer Between Investors
The paper reveals that risk transfer among U.S. investors is minimal, challenging macrofinance models that forecast a larger risk transfer due to varying equity premiums.
Featured in No. 80 on 1 Jan 2025 · 4 days after release
- Released
- 28 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 5074997
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).