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Asset prices in a lifecycle economy
Farmer, Roger E. A. - 2014
Persistent link: https://www.econbiz.de/10010363302
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Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco; Ilut, Cosmin; Schneider, Martin - 2017
Persistent link: https://www.econbiz.de/10011670028
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Rare disasters and exchange rates
Farhi, Emmanuel; Gabaix, Xavier - 2015
Persistent link: https://www.econbiz.de/10010482974
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2007
Persistent link: https://www.econbiz.de/10003549572
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Pricing assets in an economy with two types of people
Farmer, Roger E. A. - 2016
Persistent link: https://www.econbiz.de/10011494376
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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10003945578
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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What is the expected return on the market?
Martin, Ian - 2015
Persistent link: https://www.econbiz.de/10011317982
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Risk, uncertainty and asset prices
Bekaert, Geert; Engstrom, Eric; Xing, Yuhang - 2006
Persistent link: https://www.econbiz.de/10003395336