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 ◽

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Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1102279 ◽

2008 ◽

Author(s):

Peter M. Nyberg ◽

Anders Wilhelmsson

Keyword(s):

Risk Aversion ◽

Stock Returns ◽

Cross Section ◽

Risk Premium ◽

Volatility Risk ◽

Volatility Risk Premium ◽

The Cross ◽

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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 ◽

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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 ◽

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Habit Formation, Time-Varying Risk Aversion and the Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.889085 ◽

2006 ◽

Author(s):

Huafeng (Jason) Chen ◽

Michal Pakos

Keyword(s):

Risk Aversion ◽

Cross Section ◽

Habit Formation ◽

Formation Time ◽

Expected Returns ◽

Time Varying ◽

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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 ◽

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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 ◽

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Time-Varying Risk Aversion in the Cross-Section of Mutual Fund Flows

SSRN Electronic Journal ◽

10.2139/ssrn.2128653 ◽

2012 ◽

Author(s):

Philip Straehl

Keyword(s):

Risk Aversion ◽

Cross Section ◽

Mutual Fund ◽

Time Varying ◽

The Cross ◽

Mutual Fund Flows

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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 ◽

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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 ◽

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Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns

Financial Review ◽

10.1111/j.1540-6288.2010.00286.x ◽

2010 ◽

Vol 45 (4) ◽

pp. 1079-1100 ◽

Author(s):

Peter Nyberg ◽

Anders Wilhelmsson

Keyword(s):

Risk Aversion ◽

Stock Returns ◽

Cross Section ◽

Risk Premium ◽

Volatility Risk ◽

Volatility Risk Premium ◽

The Cross ◽

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