Mathematical puzzle

Results: 215



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11Revisiting Asset Pricing Anomalies in an Exchange Economy∗ Christine A. Parlour† Richard Stanton‡ Johan Walden§

Revisiting Asset Pricing Anomalies in an Exchange Economy∗ Christine A. Parlour† Richard Stanton‡ Johan Walden§

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Source URL: www.hec.unil.ch

Language: English - Date: 2010-03-11 08:51:46
12The buck stops Vanguard Globalhere: Capital Vanguard

The buck stops Vanguard Globalhere: Capital Vanguard

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Source URL: personal.vanguard.com

Language: English - Date: 2014-11-25 10:54:08
13An 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

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

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:31:01
14Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡

Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡

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Source URL: ifas.xmu.edu.cn

Language: English - Date: 2015-06-29 05:06:14
15The Time-Varying Risk of Macroeconomic Disasters

The Time-Varying Risk of Macroeconomic Disasters

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Source URL: www.carloalberto.org

Language: English - Date: 2016-07-16 17:21:17
16Household 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

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

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Source URL: www3.nd.edu

Language: English - Date: 2014-11-10 14:13:15
17Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

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Source URL: www3.nd.edu

Language: English - Date: 2009-12-10 15:18:12
18Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec

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Source URL: www3.nd.edu

Language: English - Date: 2014-01-17 16:12:29
19 “THE “THE QGROUP” ROUP” ® “The Institute for Quantitative Research in Finance”® SPRING 2012 SEMINAR PROGRAM

“THE “THE QGROUP” ROUP” ® “The Institute for Quantitative Research in Finance”® SPRING 2012 SEMINAR PROGRAM

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Source URL: www.q-group.org

Language: English - Date: 2015-11-20 00:35:27
20Prospect Theory and the Risk-Return Trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu September 2013 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market, a fundamental principle i

Prospect Theory and the Risk-Return Trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu September 2013 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market, a fundamental principle i

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:57