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Optimal asset allocation and risk shifting in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - 2006
Persistent link: https://www.econbiz.de/10003310548
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The irrelevance of market incompleteness for the price of aggregate risk
Krueger, Dirk; Lustig, Hanno - 2006
Persistent link: https://www.econbiz.de/10003394805
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Can rare events explain the equity premium puzzle?
Ghosh, Anisha; Julliard, Christian - 2012
Persistent link: https://www.econbiz.de/10009526519
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Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco; Nimark, Kristoffer P. - 2015
Persistent link: https://www.econbiz.de/10011399218
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin; Maggiori, Matteo; Weber, Michael - 2013
Persistent link: https://www.econbiz.de/10009760737
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Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao; Pistaferri, Luigi - 2005
Persistent link: https://www.econbiz.de/10002648063
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C-CAPM and the cross-section of Sharpe ratios
Söderlind, Paul - 2003
Persistent link: https://www.econbiz.de/10001828714
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On the consequences of state-dependent preferences for the princing of financial assets
Danthine, Jean-Pierre; Donaldson, John B.; Giannikos, … - 2003
Persistent link: https://www.econbiz.de/10001749687
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Term structure of risk in expected returns
Zviadadze, Irina - 2018
Persistent link: https://www.econbiz.de/10012113064
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The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - 2018
Persistent link: https://www.econbiz.de/10011900163