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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of economic theory"
~isPartOf:"Journal of monetary economics"
~person:"Lettau, Martin"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
6
Theorie
5
Theory
5
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
1974-2010
1
Aktienmarkt
1
Capital income
1
Cash Flow
1
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1
Consumption theory
1
Cost of capital
1
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1
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Lettau, Martin
Hommes, Cars H.
8
Acharya, Viral V.
5
Başak, Suleyman
5
Koedijk, Kees
5
Li, Kai
5
Zin, Stanley E.
5
Bekaert, Geert
4
Danthine, Jean-Pierre
4
Dindo, Pietro
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Donaldson, John B.
4
Yaron, Amir
4
Adam, Klaus
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Akdeniz, Levent
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Anufriev, Mikhail
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3
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Branger, Nicole
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Cass, David
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Detemple, Jérôme B.
3
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3
Kocherlakota, Narayana Rao
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Li, Youwei
3
Lioui, Abraham
3
Lustig, Hanno
3
Pavlova, Anna
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Vassalou, Maria
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Wachter, Jessica
3
Yu, Jianfeng
3
Zaremba, Adam
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Zhang, Lu
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2
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Discussion paper / Centre for Economic Policy Research
Journal of economic dynamics & control
Journal of economic theory
Journal of monetary economics
NBER Working Paper
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
Journal of financial economics
2
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2
The review of financial studies
2
Discussion paper / Center for Economic Research, Tilburg University
1
Finance research letters
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1
Journal of political economy
1
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The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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Working paper / Institute for Empirical Research in Economics, University of Zürich
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ECONIS (ZBW)
6
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1
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009760737
Saved in:
2
Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002647325
Saved in:
3
Comment on: Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment
Eberly, Janice C.
- In:
Journal of monetary economics
49
(
2002
)
1
,
pp. 67-74
Persistent link: https://www.econbiz.de/10001641088
Saved in:
4
Idiosyncratic risk and volatility bounds, or, can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
-
1998
Persistent link: https://www.econbiz.de/10013422421
Saved in:
5
Inspecting the mechanism : the determination of asset prices in the real business cycle model
Lettau, Martin
-
1998
Persistent link: https://www.econbiz.de/10013422541
Saved in:
6
Preferences, consumption smoothing, and risk premia
Lettau, Martin
-
1997
Persistent link: https://www.econbiz.de/10013422350
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