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What determines expected international asset returns?
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000883653
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What determines expected international asset retuns [returns]?
Solnik, Bruno; Harvey, Campbell R.; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10000897108
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Liquidity constraints in production based asset pricing models
Brock, William A.; LeBaron, Blake Dean - 1989
Persistent link: https://www.econbiz.de/10000777160
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Heterogenous beliefs and routes to chaos in a simple asset pricing model
Brock, William A.; Hommes, Cars H. - 1996
Persistent link: https://www.econbiz.de/10000958370
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Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond; Zhou, Guofu - 2004
Persistent link: https://www.econbiz.de/10001997574
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A new variance bound on the stochastic discount factor
Kan, Raymond; Zhou, Guofu - In: The journal of business : B 79 (2006) 2, pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
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More hedging instruments may destabilize markets
Brock, William A.; Hommes, Cars H.; Wagener, Florian … - In: Journal of economic dynamics & control 33 (2009) 11, pp. 1912-1928
Persistent link: https://www.econbiz.de/10003888582
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Macroeconomics and model uncertainty
Brock, William A.; Durlauf, Steven N. - In: Post Walrasian macroeconomics : beyond the dynamic …, (pp. 116-134). 2006
Persistent link: https://www.econbiz.de/10003374533
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Cross-sectional asset pricing tests
Jagannathan, Ravi; Schaumburg, Ernst; Zhou, Guofu - In: Annual review of financial economics 2 (2010), pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
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Portfolio optimization under asset pricing anomalies
Chou, Pin-huang; Li, Wen-Shen; Zhou, Guofu - In: Japan and the world economy : international journal of … 18 (2006) 2, pp. 121-142
Persistent link: https://www.econbiz.de/10003303126