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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David; Stracca, Livio - In: Journal of economic behavior & organization : JEBO 64 (2007) 2, pp. 250-268
Persistent link: https://www.econbiz.de/10003559732
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The effect of market regimes on style allocation
Ammann, Manuel; Verhofen, Michael - In: Financial markets and portfolio management 20 (2006) 3, pp. 309-337
Persistent link: https://www.econbiz.de/10003392311
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When can life cycle investors benefit from time-varying bond risk premia?
Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-780
Persistent link: https://www.econbiz.de/10003941685
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When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Krueger, Dirk; Lustig, Hanno - In: Journal of economic theory 145 (2010) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10003946292
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Model uncertainty and liquidity
Routledge, Bryan R.; Zin, Stanley E. - In: Review of economic dynamics 12 (2009) 4, pp. 543-566
Persistent link: https://www.econbiz.de/10003923730
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Characteristic timing
Greenwood, Robin; Hanson, Samuel G. - 2010
Persistent link: https://www.econbiz.de/10003966418
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Portfolio analysis and zero-beta CAPM with heterogeneous beliefs
He, Xue-zhong; Shi, Lei - 2009
Persistent link: https://www.econbiz.de/10003857507
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Private equity premium and aggregate uncertainty in a model of uninsurable investment risk
Covas, Francisco; Fujita, Shigeru - In: The B.E. journal of macroeconomics 11 (2011) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10009577908