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~language:"eng"
~person:"Aase, Knut K."
~person:"Chiarella, Carl"
~person:"Drew, Michael E."
~person:"He, Xue-zhong"
~person:"Souza, Thiago de Oliveira"
~subject:"CAPM"
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CAPM
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19
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Equity premium puzzle
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Equity-Premium-Puzzle
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Aase, Knut K.
Chiarella, Carl
Drew, Michael E.
He, Xue-zhong
Souza, Thiago de Oliveira
Zhang, Lu
11
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8
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Chabi-Yo, Fousseni
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ECONIS (ZBW)
35
RePEc
2
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1
Two out-of-sample forecasting models of the equity premium
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012383865
Saved in:
2
Observable implications of the conditional CAPM
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012383870
Saved in:
3
The X-value factor
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012321736
Saved in:
4
A critique of momentum anomalies
Souza, Thiago de Oliveira
-
2019
Persistent link: https://www.econbiz.de/10011993159
Saved in:
5
Macro-finance and factor timing : time-varying factor risk and price of risk premiums
Souza, Thiago de Oliveira
-
2019
Persistent link: https://www.econbiz.de/10012098285
Saved in:
6
Size-related premiums
Souza, Thiago de Oliveira
-
2018
Persistent link: https://www.econbiz.de/10011870476
Saved in:
7
Red tape asset pricing
Souza, Thiago de Oliveira
-
2018
Persistent link: https://www.econbiz.de/10011952157
Saved in:
8
The size premium and intertemporal risk
Souza, Thiago de Oliveira
-
2016
Persistent link: https://www.econbiz.de/10011526301
Saved in:
9
The equity premium in a production economy : a new perspective involving recursive utility
Aase, Knut K.
-
2015
Persistent link: https://www.econbiz.de/10010515217
Saved in:
10
Beyond the local mean-variance analysis in continuous time : the problem of non-normality
Aase, Knut K.
;
Lillestøl, Jostein
-
2015
Persistent link: https://www.econbiz.de/10010515222
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