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Risk premium
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Uppal, Raman
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ECONIS (ZBW)
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Risk premia and preemption in R&D ventures
Garlappi, Lorenzo
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
4
,
pp. 843-872
Persistent link: https://www.econbiz.de/10002494999
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2
Preemption risk and the valuation of R&D ventures
Garlappi, Lorenzo
-
2000
Persistent link: https://www.econbiz.de/10001465920
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3
An equilibrium model of rare-event premia and its implication for option smirks
Liu, Jun
;
Pan, Jun
;
Wang, Tan
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 131-164
Persistent link: https://www.econbiz.de/10002646671
Saved in:
4
An equilibrium model of rare event premia
Liu, Jun
(
contributor
);
Pan, Jun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714111
Saved in:
5
Default risk, shareholder advantage, and stock returns
Garlappi, Lorenzo
;
Shu, Tao
;
Yan, Hong
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2743-2778
Persistent link: https://www.econbiz.de/10003805112
Saved in:
6
Can investment shocks explain the cross section of equity returns?
Garlappi, Lorenzo
;
Song, Zhongzhi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3829-3848
Persistent link: https://www.econbiz.de/10011772781
Saved in:
7
Capital utilization, market power, and the pricing of investment shocks
Garlappi, Lorenzo
;
Song, Zhongzhi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 447-470
Persistent link: https://www.econbiz.de/10011818197
Saved in:
8
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca
;
Garlappi, Lorenzo
;
Goldstein, Robert S.
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
Saved in:
9
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
(
contributor
);
Kurshev, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003638366
Saved in:
10
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
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