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The review of financial studies
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ECONIS (ZBW)
224
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1
Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence
Chabi-Yo, Fousseni
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 181-231
Persistent link: https://www.econbiz.de/10003716152
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2
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
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3
Asset pricing with limited risk sharing and heterogeneous agents
Gomes, Francisco J.
;
Michaelides, Alexander G.
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 415-449
Persistent link: https://www.econbiz.de/10003716179
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4
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
Saved in:
5
Estimation risk, information, and the conditional
CAPM
: theory and evidence
Kumar, Praveen
;
Sorescu, Sorin M.
;
Boehme, Rodney D.
; …
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
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6
Habit formation, incomplete markets, and the significance of regional risk for expected returns
Korniotis, George M.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2139-2172
Persistent link: https://www.econbiz.de/10003765142
Saved in:
7
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
Saved in:
8
An equilibrium model of asset pricing and moral hazard
Ou-Yang, Hui
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1253-1303
Persistent link: https://www.econbiz.de/10003352818
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9
Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.
;
Henry, Tyler R.
;
Kisgen, Darren J.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
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10
Hedging, familiarity and portfolio choice
Massa, Massimo
;
Simonov, Andrei
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 633-685
Persistent link: https://www.econbiz.de/10003355249
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