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Why is long-horizon equity less risky? : a duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 55-92
Persistent link: https://www.econbiz.de/10003425750
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Presidential address: discount rates
Cochrane, John H. - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1047-1108
Persistent link: https://www.econbiz.de/10009267710
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Asset pricing at the millennium
Campbell, John Y. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
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A critique of the stochastic discount factor methodology
Kan, Raymond; Zhou, Guofu - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
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The making of an investment banker : stock market shocks, career choice, and lifetime income
Oyer, Paul E. - In: The journal of finance : the journal of the American … 63 (2008) 6, pp. 2601-2628
Persistent link: https://www.econbiz.de/10003822818
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
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Managerial ability, compensation, and the closed-end fund discount
Berk, Jonathan B.; Stanton, Richard - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 529-556
Persistent link: https://www.econbiz.de/10003445018
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Public pension promises : how big are they and what are they worth?
Novy-Marx, Robert; Rauh, Joshua - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1211-1249
Persistent link: https://www.econbiz.de/10009267696
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The WACC fallacy : the real effects of using a unique discount rate
Krüger, Philipp; Landier, Augustin; Thesmar, David - In: The journal of finance : the journal of the American … 70 (2015) 3, pp. 1253-1285
Persistent link: https://www.econbiz.de/10011317837
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Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590