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~person:"Hommes, Cars H."
~person:"Lustig, Hanno"
~person:"Renault, Eric"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Kapitaleinkommen
CAPM
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Hommes, Cars H.
Lustig, Hanno
Renault, Eric
Zaremba, Adam
65
Cakici, Nusret
27
Sehgal, Sanjay
19
Fletcher, Jonathan
17
Bali, Turan G.
12
Long, Huaigang
12
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11
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10
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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
Fabozzi, Frank J.
8
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8
Li, Yuming
8
Pandey, Asheesh
8
Stambaugh, Robert F.
8
Taussig, Roi D.
8
Veeraraghavan, Madhu
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Zhang, Wei
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Demirer, Rıza
7
Durand, Robert B.
7
Fama, Eugene F.
7
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Karathanasopoulos, Andreas
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Umutlu, Mehmet
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Drew, Michael E.
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Journal of monetary economics
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ECONIS (ZBW)
5
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1
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
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2
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
3
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
4
Aggregation of preferences for skewed asset returns
Chabi-Yo, Fousseni
;
Leisen, Dietmar
;
Renault, Eric
- In:
Journal of economic theory
154
(
2014
),
pp. 453-489
Persistent link: https://www.econbiz.de/10010481322
Saved in:
5
Business cycle variation in the risk-return trade-off
Lustig, Hanno
;
Verdelhan, Adrien
- In:
Journal of monetary economics
59
(
2012
),
pp. 35-49
Persistent link: https://www.econbiz.de/10009716571
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