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Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian; Semenischev, Michael; Thimme, Julian - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
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Extreme inflation and time-varying expected consumption growth
Dergunov, Ilya; Meinerding, Christoph; Schlag, Christian - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2972-3002
Persistent link: https://www.econbiz.de/10014305472