Works matching IS 08939454 AND DT 2017 AND VI 30 AND IP 2

Results: 8

What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models.

Published in:

Review of Financial Studies, 2017, v. 30, n. 2, p. 442, doi. 10.1093/rfs/hhw075

By:

Ghosh, Anisha;
Julliard, Christian;
Taylor, Alex P.

Publication type:

Article

How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator.

Published in:

Review of Financial Studies, 2017, v. 30, n. 2, p. 631, doi. 10.1093/rfs/hhw015

By:

Dew-Becker, Ian

Publication type:

Article

Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns.

Published in:

Review of Financial Studies, 2017, v. 30, n. 2, p. 588, doi. 10.1093/rfs/hhw073

By:

Jun Li;
Zhang, Harold H.

Publication type:

Article

Are Stocks Real Assets? Sticky Discount Rates in Stock Markets.

Published in:

Review of Financial Studies, 2017, v. 30, n. 2, p. 539, doi. 10.1093/rfs/hhw072

By:

Katz, Michael;
Lustig, Hanno;
Nielsen, Lars

Publication type:

Article

Asset Pricing When 'This Time Is Different'.

Published in:

Review of Financial Studies, 2017, v. 30, n. 2, p. 505, doi. 10.1093/rfs/hhw084

By:

Collin-Dufresne, Pierre;
Johannes, Michael;
Lochstoer, Lars A.

Publication type:

Article

Asymmetries and Portfolio Choice.

Published in:

Review of Financial Studies, 2017, v. 30, n. 2, p. 667, doi. 10.1093/rfs/hhw091

By:

Dahlquist, Magnus;
Farago, Adam;
Tédongap, Roméo

Publication type:

Article

Currency Value.

Published in:

Review of Financial Studies, 2017, v. 30, n. 2, p. 416, doi. 10.1093/rfs/hhw067

By:

Menkhoff, Lukas;
Sarno, Lucio;
Schmeling, Maik;
Schrimpf, Andreas

Publication type:

Article

Asset Prices and Risk Sharing in Open Economies.

Published in:

Review of Financial Studies, 2017, v. 30, n. 2, p. 363, doi. 10.1093/rfs/hhw074

By:

Stathopoulos, Andreas

Publication type:

Article