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Equity premium puzzle
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11	The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:01:36 Economy Money Finance Mathematical finance Equity premium puzzle Beta Risk-free interest rate Risk premium Rare disasters Interest rate Consumption-based capital asset pricing model Quantitative analyst
12	Microsoft Word - Gold paper Add to Reading List Source URL: isites.harvard.edu Language: English - Date: 2014-03-05 13:53:34 Economy Economics Consumer theory Economic puzzles Rare disasters Elasticity of intertemporal substitution Demand for money Equity premium puzzle Gold standard Dividend Real interest rate
13	Multifrequency News and Stock Returns ∗ Laurent E. Calvet and Adlai J. Fisher This version: September 27, 2006 Abstract Aggregate stock prices are driven by shocks with persistence levels ranging from Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:14:59 Mathematical finance Options Technical analysis Volatility Stock market Stochastic volatility Equity premium puzzle
14	Introduction Model Asset Prices Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2015-11-12 00:17:10 Behavioral finance Financial markets Economic puzzles Actuarial science Equity premium puzzle Stock market Risk premium Macroeconomic model Rare disasters Risk aversion Economic model Dynamic stochastic general equilibrium
15	Introduction Model Asset Prices Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2015-11-04 18:25:21 Financial markets Behavioral finance Economic puzzles Actuarial science Financial economics Equity premium puzzle Risk premium Rare disasters Macroeconomic model Risk aversion Valuation Economic model
16	Revisiting Asset Pricing Anomalies in an Exchange Economy∗ Christine A. Parlour† Richard Stanton‡ Johan Walden§ Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-03-11 08:51:46 Mathematical finance Financial risk Behavioral finance Stock market Economic puzzles Equity premium puzzle Risk premium Risk aversion Sharpe ratio Hyperbolic absolute risk aversion Risk-neutral measure Volatility
17	American Economic Journal: Macroeconomics 2012, 4(1): 105–143 http://dx.doi.orgmacThe Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks† By Glenn D. Rudebusch and Eric T. Swanson* Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2012-07-30 14:56:24 New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Equity premium puzzle Calvo (staggered) contracts Calvo contract EpsteinZin preferences Economic model
18	Macro-Finance John H. Cochrane∗ Hoover Institution, Stanford University, and NBER July 28, 2016 Abstract Macro-finance addresses the link between asset prices and economic fluctuations. Many models reflect the same rou Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2016-07-28 19:23:05 Behavioral finance Financial risk Actuarial science Prospect theory Microeconomics Equity premium puzzle Behavioral economics Risk aversion Isoelastic utility Risk Precautionary savings Finance
19	HOW WOULD INVESTING IN EQUITIES HAVE AFFECTED THE SOCIAL SECURITY TRUST FUND? Gary Burtless, Anqi Chen, Wenliang Hou, Alicia H. Munnell, and Anthony Webb CRR WPJuly 2016 Add to Reading List Source URL: crr.bc.edu Language: English - Date: 2016-07-20 11:37:12 Investment Social Security Trust Fund Index fund Equity premium puzzle Stock market index Financial risk Bond Social Security Rate of return Investor Asset allocation Private equity fund
20	The buck stops Vanguard Globalhere: Capital Vanguard Add to Reading List Source URL: personal.vanguard.com Language: English - Date: 2014-11-25 10:54:08 Mathematical finance Investment Financial markets Financial ratios Financial economics Asset allocation Financial risk Rate of return Risk premium Quantitative analyst Equity premium puzzle Asset classes