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Equity premium puzzle
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21	An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:31:01 Mathematical finance BlackScholes model Risk aversion Equity premium puzzle Risk premium Volatility Implied volatility Risk-neutral measure Rate of return Normal distribution
22	Implications of Labor Market Frictions for Risk Aversion and Risk Premia Eric T. Swanson University of California, Irvine Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2014-08-14 14:34:23 Financial risk Utility Decision theory Behavioral finance Risk Risk aversion Equity premium puzzle Hyperbolic absolute risk aversion Risk premium Expected utility hypothesis Aversion Risk neutral
23	Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡ Add to Reading List Source URL: ifas.xmu.edu.cn Language: English - Date: 2015-06-29 05:06:14 Mathematical finance Equity premium puzzle VIX Risk Volatility Variance risk premium Implied volatility Financial risk Stochastic volatility Modern portfolio theory
24	The Time-Varying Risk of Macroeconomic Disasters Add to Reading List Source URL: www.carloalberto.org Language: English - Date: 2016-07-16 17:21:17 Actuarial science Behavioral finance Mathematical finance Financial markets Financial risk Rare disasters Equity premium puzzle Risk
25	Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-11-10 14:13:15 Mathematical finance Financial economics Capital asset pricing model Equity premium puzzle Consumption-based capital asset pricing model Elasticity of intertemporal substitution Finance Economics Economic growth Hyperbolic absolute risk aversion
26	Forschungsdatenbank der Universität Zürich Wirtschaftswissenschaftliche Fakultät > Banking und Finance, Institut für > Prof. Dr. Alexander Wagner Growth Options, Macroeconomic Conditions, and Credit Risk Summary / Zu Add to Reading List Source URL: www.research-projects.uzh.ch Language: English - Date: 2016-03-10 14:07:15 Credit risk Credit scoring Probability of default Macroeconomics Equity premium puzzle
27	Cash Flow, Consumption Risk, and the Cross-section of Stock Returns Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2009-12-10 15:18:12 Mathematical finance Fundamental analysis Behavioral finance Financial economics Financial markets Risk premium Beta Consumption-based capital asset pricing model Cost of capital Equity premium puzzle Cash flow Financial risk
28	The stopsfor here: Bestbuck practices Vanguard Add to Reading List Source URL: personal.vanguard.com Language: English - Date: 2015-11-05 14:24:07 Investment Rebalancing investments Asset allocation Diversification Equity premium puzzle Global tactical asset allocation The Investment Answer
29	Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-01-17 16:12:29 Mathematical finance Capital asset pricing model Beta Arbitrage pricing theory Financial economics Alpha FamaFrench three-factor model Cost of capital Risk factor Finance Equity premium puzzle Untradable assets
30	“THE “THE QGROUP” ROUP” ® “The Institute for Quantitative Research in Finance”® SPRING 2012 SEMINAR PROGRAM Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-11-20 00:35:27 Behavioral finance Systemic risk Prospect theory Economic bubbles Mathematical finance Risk parity Rational expectations Equity premium puzzle Behavioral economics Risk-free interest rate Finance Beta