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The cross-section of risk and return
Daniel, Kent; Mota, Lira; Rottke, Simon; Santos, Tano - 2017
Persistent link: https://www.econbiz.de/10011789209
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Risk and return : consumption versus market beta
Mankiw, N. Gregory; Shapiro, Matthew D. - 1984
Persistent link: https://www.econbiz.de/10002421634
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The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan; Nagel, Stefan - 2003
Persistent link: https://www.econbiz.de/10001795748
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Uncertainty and liquidity
Giovannini, Alberto - 1987
Persistent link: https://www.econbiz.de/10000724900
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The foreign exchange risk premium in a target zone with devaluation risk
Svensson, Lars E. O. - 1990
Persistent link: https://www.econbiz.de/10000800637
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Nonlinear taxation of risky assets and investment, with application to mining
MacKie-Mason, Jeffrey K. - 1988
Persistent link: https://www.econbiz.de/10000757943
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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000637525
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Information acquisition and under-diversification
Nieuwerburgh, Stijn van; Veldkamp, Laura - 2008
"If an investor wants to form a portfolio of risky assets and can exert effort to collect information on the future value of these assets before he invests, which assets should he learn about? The best assets to acquire information about are ones the investor expects to hold. But the assets the...
Persistent link: https://www.econbiz.de/10003690149
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The international diversification puzzle is not as bad as you think
Heathcote, Jonathan; Perri, Fabrizio - 2007
Persistent link: https://www.econbiz.de/10003561345
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Speculation and risk sharing with new financial assets
Simsek, Alp - 2011
"While the traditional view of financial innovation emphasizes the risk sharing role of new financial assets, belief …. This paper investigates the effect of financial innovation on portfolio risks in an economy when both the risk sharing and … the possibilities for risk sharing. My main result shows that financial innovation also always increases the speculative …
Persistent link: https://www.econbiz.de/10009372882