. An investor who wants to hedge, say inflation or crash risk, generally faces substantially more beta uncertainty in the … that equilibrium risk premiums for assets with large beta uncertainty (long-short portfolio of stocks) decline once … risk premium decreases significantly, in absolute terms, when TIPS are introduced …

positive link between investors' uncertainty and market risk. We also find that investors' uncertainty and market risk are …

We examine the relationship between portfolio risk and equity returns over different investment horizons of …. They also tend to trade for stocks with lower profitability in the bull market. Nevertheless, we find that systematic risk … controlling for systematic risk …

mutual fund investors consider climate-related transition risk to be an undesirable fund feature and accordingly allocate … more money to funds with lower climate-related transition risk. The size of the impact of this risk on fund flows differs …