Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Rare Disasters and the Term St...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Risikoprämie
19
Risk premium
19
Theorie
16
Theory
16
Equity premium puzzle
11
Equity-Premium-Puzzle
11
Disaster
7
Katastrophe
7
Börsenkurs
6
Financial economics
6
Intertemporal choice
6
Intertemporale Entscheidung
6
Kapitalmarkttheorie
6
Share price
6
Business cycle
5
Konjunktur
5
Mehrsektoren-Modell
5
Multisectoral model
5
Capital income
2
Kapitaleinkommen
2
growth stocks
2
value stocks
2
2.0
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Financial market
1
Finanzmarkt
1
Geldpolitik
1
Inflation
1
Inflation expectations
1
Inflationserwartung
1
International financial market
1
Internationaler Finanzmarkt
1
Jump diffusion
1
Learning process
1
Lernprozess
1
Monetary policy
1
Portfolio selection
1
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Book / Working Paper
5
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
7
Author
All
Tsai, Jerry
7
Wachter, Jessica
3
Wachter, Jessica A.
3
Davis, Joshua M.
1
Dorsten, Matt
1
Gillmann, Normane
1
Institution
All
National Bureau of Economic Research
1
Published in...
All
Financial analysts journal : FAJ
1
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
1
Journal of economic theory
1
NBER Working Paper
1
NBER working paper series
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Carry momentum
Davis, Joshua M.
;
Dorsten, Matt
;
Gillmann, Normane
; …
- In:
Financial analysts journal : FAJ
78
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10013167451
Saved in:
2
Pricing Long-Lived Securities in Dynamic Endowment Economies
Tsai, Jerry
-
2020
We solve for asset prices in a general affine representative-agent economy with isoelastic recursive utility and rare events. Our novel solution method is exact in two special cases: no preference for early resolution of uncertainty and elasticity of intertemporal substitution equal to one. Our...
Persistent link: https://www.econbiz.de/10012854379
Saved in:
3
Pricing Long-Lived Securities in Dynamic Endowment Economies
Tsai, Jerry
-
2018
We solve for asset prices in a general affine representative-agent economy with isoelastic recursive utility and rare events. Our novel solution method is exact in two special cases: no preference for early resolution of uncertainty and elasticity of intertemporal substitution equal to one. Our...
Persistent link: https://www.econbiz.de/10012918078
Saved in:
4
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
- In:
Journal of economic theory
177
(
2018
),
pp. 848-878
Persistent link: https://www.econbiz.de/10012025751
Saved in:
5
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
-
2017
Persistent link: https://www.econbiz.de/10011847491
Saved in:
6
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
-
2018
Persistent link: https://www.econbiz.de/10011879431
Saved in:
7
Pricing Long-Lived Securities in Dynamic Endowment Economies
Tsai, Jerry
-
2018
We solve for asset prices in a general affine representative-agent economy with isoelastic recursive utility and rare events. Our novel solution method is exact in two special cases: no preference for early resolution of uncertainty and elasticity of intertemporal substitution equal to one. Our...
Persistent link: https://www.econbiz.de/10012453078
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
