Nonsubstitutable Consumption Growth Risk.
- Published in:
- Management Science, 2025, v. 71, n. 6, p. 4847, doi. 10.1287/mnsc.2022.01269
- By:
- Publication type:
- Article
Works by Thimme, Julian
Results: 6
1
2
INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW.
- Published in:
- Journal of Economic Surveys, 2017, v. 31, n. 1, p. 226, doi. 10.1111/joes.12142
- By:
- Publication type:
- Article
3
High order smooth ambiguity preferences and asset prices.
- Published in:
- Review of Financial Economics, 2015, v. 27, p. 1, doi. 10.1016/j.rfe.2015.05.003
- By:
- Publication type:
- Article
4
Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models.
- Published in:
- Management Science, 2021, v. 67, n. 12, p. 7932, doi. 10.1287/mnsc.2020.3859
- By:
- Publication type:
- Article
5
Ambiguity in the Cross-Section of Expected Returns: An Empirical Assessment.
- Published in:
- Journal of Business & Economic Statistics, 2015, v. 33, n. 3, p. 418, doi. 10.1080/07350015.2014.958230
- By:
- Publication type:
- Article
6
Volatility-of-Volatility Risk.
- Published in:
- Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 6, p. 2423, doi. 10.1017/S0022109018001436
- By:
- Publication type:
- Article