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institution:"Rodney L. White Center for Financial Research"
~institution:"University of Cambridge / Department of Applied Economics"
~type_genre:"Working Paper"
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Risikoprämie
8
Risk premium
8
Theorie
3
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3
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Arbitrage Pricing
2
Arbitrage pricing
2
Risikoaversion
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Rodney L. White Center for Financial Research
University of Cambridge / Department of Applied Economics
National Bureau of Economic Research
19
Institute of Finance and Accounting <London>
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
University of Chicago / Center for Research in Security Prices
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Federal Reserve Bank of St. Louis
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Australian National University
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Working papers / Rodney L. White Center for Financial Research
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Cambridge working papers in economics
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DAE working paper / University of Cambridge, Department of Applied Economics
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ECONIS (ZBW)
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Illiquidity and the closed-end fund discounts
Jain, Ravi
(
contributor
);
Xia, Yihong
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229534
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2
Firms ́capital allocation choices, information quality and the cost of capital
Leuz, Christian
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229573
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3
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229588
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4
The behavioural components of risk aversion
Davies, Greg B.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002395969
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5
Bayesian estimation of risk-premia in an APT context
Darsinos, Theofanis
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766123
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6
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
7
Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
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8
Catching up with the Joneses : heterogeneous preferences and the dynamics of asset prices
Chan, Yeung Lewis
(
contributor
);
Kogan, Leonid
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000392
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