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type_genre:"Non-commercial literature"
type_genre:"Publication in honor of a person"
~isPartOf:"Finance and economics discussion series"
~subject:"CAPM"
~subject:"General equilibrium"
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1
Aggregate implications of deviations from Modigliani-Miller : a sufficient statistics approach
Kurtzman, Robert
;
Zeke, David
-
2023
Persistent link: https://www.econbiz.de/10014384593
Saved in:
2
Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
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3
Consumption-based asset pricing when consumers make mistakes
Anderson, Christopher
-
2021
Persistent link: https://www.econbiz.de/10012608524
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4
Open source cross-sectional asset pricing
Chen, Andrew Y.
;
Zimmermann, Tom
-
2021
Persistent link: https://www.econbiz.de/10012609259
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5
Intermeeting rate cuts as a response to rare disasters
Miller, David S.
-
2020
Persistent link: https://www.econbiz.de/10012389445
Saved in:
6
Inter-firm relationships and asset prices
Ramírez, Carlos
-
2017
Persistent link: https://www.econbiz.de/10011708232
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7
A likelihood-based comparison of macro asset pricing models
Chen, Andrew Y.
;
Wasyk, Rebecca
;
Winkler, Fabian
-
2017
Persistent link: https://www.econbiz.de/10011708494
Saved in:
8
The equity premium, long-run risk, & optimal monetary policy
Diercks, Anthony M.
-
2015
Persistent link: https://www.econbiz.de/10011410110
Saved in:
9
Term structure of interest rates with short-run and long-run risks
Grishchenko, Olesya
;
Song, Zhaogang
;
Zhou, Hao
-
2015
Persistent link: https://www.econbiz.de/10011410193
Saved in:
10
Measuring ambiguity aversion
Gallant, A. Ronald
;
Jahan-Parvar, Mohammad R.
;
Liu, Hening
-
2015
Persistent link: https://www.econbiz.de/10011410293
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