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~accessRights:"restricted"
~person:"Drew, Michael E."
~person:"Hansen, Lars Peter"
~person:"He, Xue-zhong"
~person:"Polk, Christopher"
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CAPM
17
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9
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6
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4
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4
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Drew, Michael E.
Hansen, Lars Peter
He, Xue-zhong
Polk, Christopher
Zaremba, Adam
56
Zhang, Lu
20
Cakici, Nusret
19
Lee, Cheng F.
18
Sehgal, Sanjay
15
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14
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13
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12
Long, Huaigang
12
Maio, Paulo
12
Zhong, Angel
12
Hou, Kewei
11
Zhang, Wei
11
Chiah, Mardy
10
Hollstein, Fabian
10
Li, Bin
10
Madan, Dilip B.
10
Prokopczuk, Marcel
10
Campbell, John Y.
9
Demirer, Rıza
9
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
Xue, Chen
8
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7
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7
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7
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7
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18
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1
Scale or yield? : a present-value identity
Cho, Thummim
;
Kremens, Lukas
;
Lee, Dongryeol
;
Polk, …
- In:
The review of financial studies
37
(
2024
)
3
,
pp. 950-988
Persistent link: https://www.econbiz.de/10014528730
Saved in:
2
What Drives Booms and Busts in Value?
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
-
National Bureau of Economic Research
-
2023
interprets these returns through an intertemporal
CAPM
, which predicts that aggregate cash flow, discount rate, and volatility …
Persistent link: https://www.econbiz.de/10014436990
Saved in:
3
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
4
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
6
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
7
Pricing uncertainty induced by climate change : editor's choice
Barnett, Michael N.
;
Brock, William A.
;
Hansen, Lars Peter
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1024-1066
Persistent link: https://www.econbiz.de/10012198054
Saved in:
8
An intertemporal
CAPM
with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
9
Prediction market prices under risk aversion and heterogeneous beliefs
He, Xue-zhong
;
Treich, Nicolas
- In:
Journal of mathematical economics
70
(
2017
),
pp. 105-114
Persistent link: https://www.econbiz.de/10011828937
Saved in:
10
Risk factors in Australian bond returns
Bianchi, Robert
;
Drew, Michael E.
;
Roca, Eduardo
; …
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011756380
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