First Page | Document Content | |
---|---|---|
![]() Date: 2012-08-27 17:53:21Financial markets Mathematical finance Actuarial science Capital Cost of capital Capital asset pricing model Risk premium Beta Equity premium puzzle Financial economics Economics Finance | Add to Reading List |
![]() | Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic UncertaintyDocID: 1rfOt - View Document |
![]() | A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPRDocID: 1rfxg - View Document |
![]() | Recursive utility using the stochastic maximum principle Knut K. Aase ∗DocID: 1rbM8 - View Document |
![]() | D: Frm & Dat Manuscripts Typeset ume -Vol 17 No 34 ms 01 MF1298~0124S2_Rieger-Wang-Hens.WPDDocID: 1qMEn - View Document |
![]() | The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks Glenn D. Rudebusch Eric T. SwansonDocID: 1qLf6 - View Document |