scholarly journals Ambiguity, Long-Run Risks, and Asset Prices

2018 ◽  
Author(s):  
Bin Wei
Keyword(s):  
Asset Prices ◽  
Long Run ◽  
Long Run Risks

Ambiguity, long-run risks, and asset prices in continuous time

2021 ◽  
Vol 71 ◽  
pp. 115-126
Author(s):  
Xinfeng Ruan
Keyword(s):  
Continuous Time ◽  
Asset Prices ◽  
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Long Run Risks

Disappointment Aversion, Long-Run Risks and Aggregate Asset Prices

2009 ◽  
Author(s):  
Marco Bonomo ◽  
René Garcia ◽  
Nour Meddahi ◽  
Romeo Tedongap
Keyword(s):  
Asset Prices ◽  
Long Run ◽  
Disappointment Aversion ◽  
Long Run Risks

scholarly journals An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

2009 ◽  
Author(s):  
Ravi Bansal ◽  
Dana Kiku ◽  
Amir Yaron
Keyword(s):  
Asset Prices ◽  
Empirical Evaluation ◽  
Long Run ◽  
Long Run Risks

scholarly journals The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment

2012 ◽  
Vol 1 (1) ◽  
pp. 141-182 ◽  
Author(s):  
Jason Beeler
Keyword(s):  
Asset Prices ◽  
Empirical Assessment ◽  
Long Run ◽  
Long Run Risks

scholarly journals Long Run Risks, the Macroeconomy, and Asset Prices

2010 ◽  
Vol 100 (2) ◽  
pp. 542-546 ◽  
Author(s):  
Ravi Bansal ◽  
Dana Kiku ◽  
Amir Yaron
Keyword(s):  
Asset Prices ◽  
Long Run ◽  
Long Run Risks

scholarly journals An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

2012 ◽  
Vol 1 (1) ◽  
pp. 183-221 ◽  
Author(s):  
Ravi Bansal
Keyword(s):  
Asset Prices ◽  
Empirical Evaluation ◽  
Long Run ◽  
Long Run Risks

Macroeconomic Volatilities and Long-Run Risks of Asset Prices

2015 ◽  
Vol 61 (2) ◽  
pp. 413-430 ◽  
Author(s):  
Guofu Zhou ◽  
Yingzi Zhu
Keyword(s):  
Asset Prices ◽  
Long Run ◽  
Long Run Risks

scholarly journals The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment

2009 ◽  
Author(s):  
Jason Beeler ◽  
John Campbell
Keyword(s):  
Asset Prices ◽  
Empirical Assessment ◽  
Long Run ◽  
Long Run Risks

Ambiguity, Long-Run Risks, and Asset Prices in Continuous Time

2018 ◽  
Author(s):  
Xinfeng Ruan
Keyword(s):  
Continuous Time ◽  
Asset Prices ◽  
Long Run ◽  
Long Run Risks

Habit, Long-Run Risks, Prospect? A Statistical Inquiry

2010 ◽  
Author(s):  
Eric M. Aldrich ◽  
A. Ronald Gallant
Keyword(s):  
Long Run ◽  
Long Run Risks
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