Maximum Likelihood Estimation of the Equity Premium

48 Pages Posted: 23 Nov 2013

See all articles by Efstathios Avdis

Efstathios Avdis

University of Alberta - Department of Finance and Statistical Analysis

Jessica A. Wachter

University of Pennsylvania - Finance Department; National Bureau of Economic Research (NBER)

Date Written: November 22, 2013

Abstract

 

Suggested Citation

Avdis, Efstathios and Wachter, Jessica A., Maximum Likelihood Estimation of the Equity Premium (November 22, 2013). The Wharton School Research Paper No. 54, Available at SSRN: https://ssrn.com/abstract=2358599

Efstathios Avdis (Contact Author)

University of Alberta - Department of Finance and Statistical Analysis ( email )

2-32C Business Building
Edmonton, Alberta T6G 2R6
Canada

Jessica A. Wachter

University of Pennsylvania - Finance Department ( email )

The Wharton School
3620 Locust Walk
Philadelphia, PA 19104
United States
215-898-7634 (Phone)
215-898-6200 (Fax)

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

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