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Economic forces and the stock market : testing the APT and alternative asset pricing theories
Chen, Nai-fu; Roll, Richard; Ross, Stephen A. - 1983
Persistent link: https://www.econbiz.de/10000687836
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Dynamics in systematic liquidity
Hagströmer, Björn; Anderson, Richard G.; Binner, Jane M. - 2009
Persistent link: https://www.econbiz.de/10003844567
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The real term premium in a stationary economy with segmented asset markets
Chien, YiLi; Lee, Junsang - 2018
Persistent link: https://www.econbiz.de/10011950363
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Transactions costs and the equity premium puzzle
Hong, Sanghyun - 2020
Persistent link: https://www.econbiz.de/10012426834
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The welfare cost of ignoring the beta
Gollier, Christian - 2021
the aggregate risk, i.e., that have a larger income elasticity of net benefits. In theory, this is done by adjusting …
Persistent link: https://www.econbiz.de/10012487747
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Sharing model uncertainty
Hara, Chiaki; Mukerji, Sujoy; Riedel, Frank; Tallon, … - 2024
Persistent link: https://www.econbiz.de/10014537225
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Application of volatility-managed portfolios in the context of a volatility index
Subramanian, Abhishek; Kayal, Parthajit - 2023
Persistent link: https://www.econbiz.de/10014375126
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The impact on market outcomes of the portfolio selection of large equity investors
Moreno, Diego; Petrakēs, Emmanuēl - 2021
Persistent link: https://www.econbiz.de/10013259971
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Arbitrage and optimal portfolio choice with financial constraints
Elsinger, Helmut; Summer, Martin - 2001
Persistent link: https://www.econbiz.de/10001609824
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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022