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Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C. - In: The review of financial studies 3 (1990) 4, pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
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Ambiguous volatility and asset pricing in continuous time
Epstein, Larry G.; Ji, Shaolin - In: The review of financial studies 26 (2013) 7, pp. 1740-1786
Persistent link: https://www.econbiz.de/10009778359
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State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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A Bayesian analysis of return dynamics with Lévy jumps
Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378
Persistent link: https://www.econbiz.de/10003765224
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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Exchange rates, equity prices, and capital flows
Hau, Harald; Rey, Hélène - In: The review of financial studies 19 (2006) 1, pp. 273-317
Persistent link: https://www.econbiz.de/10003325182
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Limit order book as a market for liquidity
Foucault, Thierry; Kadan, Ohad; Kandel, Eugene - In: The review of financial studies 18 (2005) 4, pp. 1171-1217
Persistent link: https://www.econbiz.de/10003352776
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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - In: The review of financial studies 18 (2005) 4, pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
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Information quality and options
Vanden, Joel M. - In: The review of financial studies 21 (2008) 6, pp. 2635-2676
Persistent link: https://www.econbiz.de/10003805104
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The effect of introducing a non-redundant derivative on the volatility of stock-market returns when agents differ in risk aversion
Bhamra, Harjoat Singh; Uppal, Raman - In: The review of financial studies 22 (2009) 6, pp. 2303-2330
Persistent link: https://www.econbiz.de/10003866729