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Luxury goods and the equity pr...
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11
Risk aversion and risk loving in the small : a decomposition of the multivariate risk premium
Ercolani, Marco G.
- In:
Bulletin of economic research
56
(
2004
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001893249
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12
Monetary policy, risk aversion and uncertainty in an international context
Saini, Sakshi
;
Sehgal, Sanjay
;
Deisting, Florent
- In:
Multinational finance journal
24
(
2020
)
3/4
,
pp. 211-266
Persistent link: https://www.econbiz.de/10012591011
Saved in:
13
Another look at the equity risk premium puzzle
Bamberg, Günter
;
Heiden, Sebastian
- In:
German economic review
16
(
2015
)
4
,
pp. 490-501
Persistent link: https://www.econbiz.de/10011392268
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14
Risk-free yields, risk aversion, and volatility
Azar, Samih Antoine
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 105-112
Persistent link: https://www.econbiz.de/10011811059
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15
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
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16
Carry trade returns and segmented risk pricing
Schulze, Gordon
- In:
Atlantic economic journal : AEJ
49
(
2021
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10012542770
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17
Chapter 13 Consumption-based asset pricing
Campbell, John Y.
-
2003
theory
. Data from other countries are examined to see which features of the U.S. experience apply more generally. The chapter …
Persistent link: https://www.econbiz.de/10014023858
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18
Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua
;
Hu, Yonghong
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
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19
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.
;
Viceira, Luis M.
-
1996
Persistent link: https://www.econbiz.de/10000613973
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20
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.
;
Viceira, Luis M.
- In:
The quarterly journal of economics
114
(
1999
)
2
,
pp. 433-495
Persistent link: https://www.econbiz.de/10001410484
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