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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Bidarkota, Prasad V."
~person:"Schlag, Christian"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Bidarkota, Prasad V.
Schlag, Christian
Lee, Cheng F.
8
Hommes, Cars H.
7
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4
Li, Kai
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Journal of economic dynamics & control
Review of quantitative finance and accounting
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1
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1
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ECONIS (ZBW)
5
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1
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
2
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
3
Asset pricing with incomplete information and fat tails
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
;
McCulloch, J. …
- In:
Journal of economic dynamics & control
33
(
2009
)
6
,
pp. 1314-1331
Persistent link: https://www.econbiz.de/10003844236
Saved in:
4
The impact of fat tails on equilibrium rates of return and term premia
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 887-905
Persistent link: https://www.econbiz.de/10003421631
Saved in:
5
Consumption asset pricing with stable shocks-exploring a solution and its implications for mean equity returns
Bidarkota, Prasad V.
;
McCulloch, J. Huston
- In:
Journal of economic dynamics & control
27
(
2003
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10001706327
Saved in:
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