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Equity premium puzzle
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1	Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-03-22 12:53:13 Economy Mathematical finance Finance Money Stochastic volatility Variance risk premium Variance swap VIX Risk premium Volatility Equity premium puzzle Implied volatility
2	A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:14:37 Economy Finance Money Financial markets Mathematical finance Arbitrage Futures contract Capital asset pricing model Risk arbitrage Equity premium puzzle Forward contract Market liquidity
3	Recursive utility using the stochastic maximum principle Knut K. Aase ∗ Add to Reading List Source URL: www.qeconomics.org Language: English - Date: 2016-07-31 11:25:04 Economy Finance Money Financial risk Equations Mathematical optimization Behavioral finance Expected utility Bellman equation Hyperbolic absolute risk aversion Elasticity of intertemporal substitution Equity premium puzzle
4	D: Frm & Dat ManuscriptsTypesetume-Vol 17 No 34 ms 01 MF1298~0124S2_Rieger-Wang-Hens.WPD Add to Reading List Source URL: www.mfsociety.org Language: English - Date: 2014-10-21 03:36:39 Economy Finance Behavioral finance Money Prospect theory Actuarial science Cognitive biases Financial risk Equity premium puzzle Discounting Hyperbolic discounting Factoring
5	The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks Glenn D. Rudebusch Eric T. Swanson Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2012-07-30 14:56:28 Economy Economics Macroeconomics New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Equity premium puzzle Risk premium Inflation Insurance
6	Risks For the Long Run: Estimation and Inference∗ Ravi Bansal† Dana Kiku‡ Amir Yaron§ First Draft: June 2006 Add to Reading List Source URL: faculty.fuqua.duke.edu Language: English - Date: 2007-09-27 10:50:57 Economy Finance Money Mathematical finance Actuarial science Financial risk Behavioral finance Consumer theory Equity premium puzzle Beta Elasticity of intertemporal substitution Random walk model of consumption
7	Multi Cumulative Prospect Theory and the Demand for Cliquet-Style Guarantees Jochen Ruß∗ and Stefan Schelling† Abstract Cumulative Prospect Theory (CPT) is able to explain the demand for investment Add to Reading List Source URL: www.dia-vorsorge.de Language: English - Date: 2016-07-19 10:08:26 Economy Prospect theory Behavioral finance Financial economics Finance Consumer behaviour Marketing Financial risk Cumulative prospect theory Expected utility hypothesis Risk aversion Equity premium puzzle
8	SUBMISSION FOR JACK TREYNOR PRIZE Title: X-CAPM: An Extrapolative Capital Asset Pricing Model Authors: Nicholas Barberis, Robin Greenwood, Lawrence Jin, Andrei Shleifer Overview Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 19:13:07 Economy Finance Money Stock market Mathematical finance Behavioral finance Prospect theory Financial markets Capital asset pricing model Equity premium puzzle Behavioral economics Market sentiment
9	Disaster recovery and the term structure of dividend strips? Michael Haslera∗, Roberto Marf`eb Add to Reading List Source URL: www.carloalberto.org Language: English Economy Finance Money Actuarial science Financial risk Behavioral finance Equity premium puzzle Stock market Financial economics Dividend Yield curve Elasticity of intertemporal substitution
10	A Case for Active Asset Allocation APRIL 2014 Executive Summary RISK PARITY Add to Reading List Source URL: www.qmassociates.com Language: English - Date: 2015-10-06 09:58:02 Economy Finance Money Investment Asset allocation Tactical asset allocation Investment management Risk parity Global tactical asset allocation Asset classes Diversification Equity premium puzzle