DK-5230 Odense, 5000
University of Southern Denmark
Danish Finance Institute
in Total Papers Downloads
momentum, risk, puzzle, ranking, conditional
Momentum, Risk, Puzzle, Ranking, Conditional
Out of sample, factor timing, time-varying risk, macro-finance, Fama and French
Out of Sample, Factor Timing, Time-Varying Risk, Macro-Finance, Fama and French
Externalities, government failure, Coronavirus, COVID-19, pandemic
asset pricing, intertemporal asset allocation, heterogeneous beliefs, adaptative learning
Risk premiums, stock returns, Fama and French, cash flow forecasting, out of sample
Risk Premiums, Stock Returns, Fama and French, Cash Flow Forecasting, Out of Sample
Size premium, value premium, correlation, causation, missing risk
Size Premium, Value Premium, Risk, Conditional, Portfolio Sorts
Size factor, conditional tests, subsamples, CAPM, Fama and French
government failure, equity premium puzzle, intervention, regulation, risk
Equity Premium Puzzle, Intervention, Regulation, Risk
predictability, bad times, efficient market hypothesis, disagreement, rational expectations
predictability, out-of-sample, equity premium, disaggregated
Value premium, value spread, dividend-price, price of risk proxies, ranking.
Conditional CAPM, anomalies, test, proxy, mean-variance frontier
Predictability, out-of-sample, equity premium, disaggregated book-to-markets.
Carry trade, risk premium, business cycle, microeconomic dispersion, foreign exchange.
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