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Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Annals of finance 4 (2008) 3, pp. 305-344
Persistent link: https://www.econbiz.de/10003714672
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Option prices in a model with stochastic disaster risk
Seo, Sang Byung; Wachter, Jessica - 2013
Persistent link: https://www.econbiz.de/10010210684
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A consumption-based explanation of expected stock returns
Yogo, Motohiro (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726194
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The equity premium puzzle and decreasing relative risk aversion
Roche, Maurice J. - 2005
Persistent link: https://www.econbiz.de/10002684342
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A consumption-based explanation of expected stock returns
Yogo, Motohiro - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 539-580
Persistent link: https://www.econbiz.de/10003305057
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Cross-sectional forecasts of the equity premium
Polk, Christopher; Thompson, Samuel B.; Vuolteenaho, Tuomo - In: Journal of financial economics 81 (2006) 1, pp. 101-141
Persistent link: https://www.econbiz.de/10003340669
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An equilibrium model with buy and hold investors
Wu, Tao - 2004
Persistent link: https://www.econbiz.de/10003384087
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Essays on individual investor behavior
Choi, James J. - 2005
Persistent link: https://www.econbiz.de/10003384470
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Essays on consumption and expected returns
Yogo, Motohiro - 2004
Persistent link: https://www.econbiz.de/10003387664
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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008656170