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Luxury goods and the equity pr...
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41
Expected returns and the business cycle : heterogeneous goods and time-varying risk aversion
Lochstoer, Lars A.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5251-5294
Persistent link: https://www.econbiz.de/10003916328
Saved in:
42
A dynamic variation of risk aversion approach : a study of momentum and reversal premiums
Aissia, Dorsaf Ben
- In:
The ICFAI University journal of behavioral finance
6
(
2009
)
3/4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003920577
Saved in:
43
Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido
;
Post, Thierry
;
Vliet, Willem Nicolaas van
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
Saved in:
44
Ambiguity, learning, and asset returns
Ju, Nengjiu
;
Miao, Jianjun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 559-591
Persistent link: https://www.econbiz.de/10009535006
Saved in:
45
Testing the preferred-habitat
theory
: the role of time-varying risk aversion
Strohsal, Till
-
2013
This paper examines the preferred-habitat
theory
under time-varying risk aversion. The predicted positive relation …
Persistent link: https://www.econbiz.de/10010127819
Saved in:
46
Can CRRA preferences explain CAPM-anomalies in the cross-section of stock returns?
Elmiger, Sabine
-
2013
Persistent link: https://www.econbiz.de/10010256374
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47
Street-smart asset pricing
Asthana, Vinay
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1371-1381
Persistent link: https://www.econbiz.de/10010259428
Saved in:
48
The equity premium and time-varying risk behavior
Nason, James Michael
-
1988
Persistent link: https://www.econbiz.de/10001460535
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49
Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 131-143
Persistent link: https://www.econbiz.de/10003675590
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50
Rare disasters and the equity premium in a two-country world
Copeland, Laurence S.
(
contributor
);
Zhu, Yanhui
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428196
Saved in:
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