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Cash flow and discount rate risk in up and down markets : what is actually priced?
Botshekan, Mahmoud; Kräussl, Roman; Lucas, André - 2010
Persistent link: https://www.econbiz.de/10008771821
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Estimation risk, complexity and portfolio selection : how much do investors lose?
Hasan, Iftekhar; Siddique, Akhtar R.; Simaan, Yusif E. - In: Monetary integration, markets and regulations, (pp. 361-397). 2004
Persistent link: https://www.econbiz.de/10002928820
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Fastigheter i en institutionell portfölj : en internationell analys
Hoesli, Martin; Lekander, Jon; Witkiewicz, Witold - In: Ekonomiska Samfundets tidskrift 57 (2004) 1/2, pp. 7-19
Persistent link: https://www.econbiz.de/10003119778
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Downside risk and the momentum effect
Ang, Andrew; Chen, Joseph; Xing, Yuhang - 2001
Persistent link: https://www.econbiz.de/10001632872
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Capital Share Risk in U.S. Asset Pricing
Lettau, Martin - 2014
power for expected returns across a range of equity characteristic portfolios and non-equity asset classes, with risk price … estimates that are of the same sign and similar in magnitude. Positive exposure to capital share risk earns a positive risk …
Persistent link: https://www.econbiz.de/10013040236
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The time variation of liquidity risk in US stock markets
Ludwig, Michael - In: Credit and capital markets : Kredit und Kapital 51 (2018) 2, pp. 205-225
Persistent link: https://www.econbiz.de/10011946201
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Labor market uncertainty and portfolio choice puzzles
Chang, Yongsung; Hong, Jay H.; Karabarbounis, Marios - In: American economic journal : a journal of the American … 10 (2018) 2, pp. 222-262
Persistent link: https://www.econbiz.de/10011845900
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000
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Capital Share Risk in U.S. Asset Pricing
Lettau, Martin - 2014
power for expected returns across a range of equity characteristic portfolios and non-equity asset classes, with risk price … estimates that are of the same sign and similar in magnitude. Positive exposure to capital share risk earns a positive risk …
Persistent link: https://www.econbiz.de/10012457922
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Capital Share Risk in U.S. Asset Pricing
Lettau, Martin - 2018
power for expected returns across a range of equity characteristic portfolios and non-equity asset classes, with risk price … estimates that are of the same sign and similar in magnitude. Positive exposure to capital share risk earns a positive risk …
Persistent link: https://www.econbiz.de/10012913073