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Risk premia, diverse belief and beauty contests

Kurz, Mordecai (contributor); Motolese, Maurizio (contributor) - 2006

Persistent link: https://www.econbiz.de/10003756331

Diverse beliefs and time variability of risk premia

Kurz, Mordecai (contributor); Motolese, Maurizio (contributor) - 2007

Persistent link: https://www.econbiz.de/10003756851

Risk premia, diverse beliefs and beauty contests

Kurz, Mordecai; Motolese, Maurizio - 2007

Persistent link: https://www.econbiz.de/10003421285

The mispricing return premium

Brennan, Michael J.; Wang, Ashley W. - In: The review of financial studies 23 (2010) 9, pp. 3437-3468

Persistent link: https://www.econbiz.de/10008664111

Long-run risks, the macroeconomy, and asset prices

Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2010

Persistent link: https://www.econbiz.de/10003971758

Long-Run risks and financial markets

Bansal, Ravi - 2007

The recently developed long-run risks asset pricing model shows that concerns about long-run expected growth and time-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can account for the risk premia and asset price...