Uncertain Life Expectancy, Optimal Portfolio Choice and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1542664 ◽

2011 ◽

Author(s):

Thomas Andreas Maurer

Keyword(s):

Life Expectancy ◽

Cross Section ◽

Portfolio Choice ◽

Asset Returns ◽

Optimal Portfolio ◽

Download Full-text

Term Structure of Recession Probabilities and the Cross Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2826560 ◽

2015 ◽

Author(s):

Ti Zhou

Keyword(s):

Term Structure ◽

Cross Section ◽

Asset Returns ◽

Download Full-text

Financial Intermediary Leverage, Volatility, and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3856777 ◽

2021 ◽

Author(s):

Skyler Chan

Keyword(s):

Cross Section ◽

Asset Returns ◽

Financial Intermediary ◽

Download Full-text

Downside risks and the cross-section of asset returns

Journal of Financial Economics ◽

10.1016/j.jfineco.2018.03.010 ◽

2018 ◽

Vol 129 (1) ◽

pp. 69-86 ◽

Author(s):

Adam Farago ◽

Roméo Tédongap

Keyword(s):

Cross Section ◽

Asset Returns ◽

Download Full-text

Risk Aversion, Intermediation Risk, and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2018696 ◽

2012 ◽

Author(s):

Ujjal Chatterjee

Keyword(s):

Risk Aversion ◽

Cross Section ◽

Asset Returns ◽

Download Full-text

Heterogeneous Beliefs and the Cross Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2032899 ◽

2012 ◽

Author(s):

Xuezhong He ◽

Lei Shi

Keyword(s):

Cross Section ◽

Asset Returns ◽

Heterogeneous Beliefs ◽

Download Full-text

Downside Risks and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2914134 ◽

2017 ◽

Author(s):

Adam Farago ◽

Rommo TTdongap

Keyword(s):

Cross Section ◽

Asset Returns ◽

Download Full-text

Chinese Economic Policy Uncertainty and the cross-section of U.S. asset returns

International Review of Economics & Finance ◽

10.1016/j.iref.2021.08.011 ◽

2021 ◽

Author(s):

Kiryoung Lee ◽

Yoontae Jeon ◽

Eun-Young Nam

Keyword(s):

Economic Policy ◽

Cross Section ◽

Asset Returns ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

Download Full-text

Idiosyncratic Consumption Risk and the Cross Section of Asset Returns

The Journal of Finance ◽

10.1111/j.1540-6261.2004.00697.x ◽

2004 ◽

Vol 59 (5) ◽

pp. 2211-2252 ◽

Author(s):

KRIS JACOBS ◽

KEVIN Q. WANG

Keyword(s):

Cross Section ◽

Asset Returns ◽

The Cross ◽

Consumption Risk

Download Full-text

Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.302172 ◽

2002 ◽

Author(s):

Kris Jacobs ◽

Kevin Q. Wang

Keyword(s):

Cross Section ◽

Asset Returns ◽

The Cross ◽

Consumption Risk

Download Full-text

Rare Events, Financial Crises, and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1592556 ◽

2010 ◽

Author(s):

Francesco Bianchi

Keyword(s):

Cross Section ◽

Financial Crises ◽

Rare Events ◽

Asset Returns ◽

Download Full-text