//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Long-run risks"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikoprämie
16
Risk premium
16
CAPM
15
Risk
11
Theorie
11
Theory
11
Long-run risks
10
Risiko
10
Capital income
9
Kapitaleinkommen
9
Volatility
8
Volatilität
8
Estimation
7
Schätzung
7
long-run risks
7
Börsenkurs
5
Risikoaversion
5
Risk aversion
5
Share price
5
asset pricing
4
Anlageverhalten
3
Behavioural finance
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Equity premium puzzle
3
Equity-Premium-Puzzle
3
Forecasting model
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
long run risks
3
Aggregation
2
Asset pricing
2
Decision under risk
2
Entscheidung unter Risiko
2
Firm dynamics
2
General equilibrium
2
Habit
2
more ...
less ...
Online availability
All
Free
14
Undetermined
10
Type of publication
All
Article
14
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Working Paper
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Language
All
English
20
Undetermined
7
Author
All
Kiku, Dana
4
Bansal, Ravi
3
Ai, Hengjie
2
Bidarkota, Prasad V.
2
Gallant, A. Ronald
2
Ghosh, Anisha
2
Wei, Bin
2
Yaron, Amir
2
Aldrich, Eric M.
1
Almeida, Caio
1
Avdjiev, Stefan
1
Balke, Nathan
1
Barro, Robert J.
1
Brandão, Diego
1
Brusa, Francesca
1
Chen, Andrew Y.
1
Constantinides, George M.
1
Dou, Winston Wei
1
Feunou, Bruno
1
Gollier, Christian
1
Herskovic, Bernard
1
Jean-Sébastien
1
Ji, Yan
1
Jin, Tao
1
Kind, Thilo
1
Kung, Howard
1
Li, Kai
1
Linton, Oliver
1
Ruan, Xinfeng
1
Sasaki, Hiroshi
1
Schreindorfer, David
1
Sichert, Tobias
1
Taamouti, Abderrahim
1
Tauchen, George
1
Thimme, Julian
1
Tédongap, Roméo
1
Völkert, Clemens
1
Wang, Zhiguang
1
Wasyk, Rebecca
1
Winkler, Fabian
1
more ...
less ...
Institution
All
Department of Economics, Florida International University
2
London School of Economics (LSE)
2
Bank for International Settlements (BIS)
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Duke University, Department of Economics
1
Published in...
All
Journal of financial economics
2
LSE Research Online Documents on Economics
2
Working Papers / Department of Economics, Florida International University
2
Annals of finance
1
BIS Working Papers
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
China finance review international
1
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
1
Finance and economics discussion series
1
International review of economics & finance : IREF
1
Journal of Financial Economics
1
Journal of economic dynamics & control
1
Journal of monetary economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of economic dynamics
1
Review of financial economics : RFE
1
Rivista di Politica Economica
1
Swedish House of Finance research paper
1
Working Paper
1
Working Papers / Duke University, Department of Economics
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Federal Reserve Bank of Atlanta
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
9
BASE
1
EconStor
1
Showing
1
-
10
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
2
Ambiguity,
long-run
risks
, and asset prices
Wei, Bin
-
2021
I generalize the
long-run
risks
(LRR) model of Bansal and Yaron (2004) by incorporating recursive smooth ambiguity …
Persistent link: https://www.econbiz.de/10012818998
Saved in:
3
Ambiguity,
long-run
risks
, and asset prices
Wei, Bin
-
2021
I generalize the
long-run
risks
(LRR) model of Bansal and Yaron (2004) by incorporating recursive smooth ambiguity …
Persistent link: https://www.econbiz.de/10012617667
Saved in:
4
Micro uncertainty and asset prices
Herskovic, Bernard
;
Kind, Thilo
;
Kung, Howard
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 27-51
Persistent link: https://www.econbiz.de/10014331808
Saved in:
5
Regime shifts in a
long-run
risks
model of stock and treasury bond markets
Li, Kai
;
Xu, Chenjie
- In:
China finance review international
12
(
2022
)
4
,
pp. 541-570
Persistent link: https://www.econbiz.de/10013453608
Saved in:
6
Equilibrium asset pricing with price war risks
Dou, Winston Wei
;
Ji, Yan
;
Wu, Wei
-
2019
Persistent link: https://www.econbiz.de/10012050935
Saved in:
7
Ambiguity,
long-run
risks
, and asset prices in continuous time
Ruan, Xinfeng
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012627765
Saved in:
8
Rare events and
long-run
risks
Barro, Robert J.
;
Jin, Tao
- In:
Review of economic dynamics
39
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012795072
Saved in:
9
A likelihood-based comparison of macro asset pricing models
Chen, Andrew Y.
;
Wasyk, Rebecca
;
Winkler, Fabian
-
2017
Persistent link: https://www.econbiz.de/10011708494
Saved in:
10
Measuring
long
run
risks
for Brazil
Brandão, Diego
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 145-183
Persistent link: https://www.econbiz.de/10012210621
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->