via Real Collegio 30
Moncalieri, Torino 10024
Collegio Carlo Alberto
in Total Papers Downloads
in Total Papers Citations
risk-return trade off, survey expectations, general equilibrium, optimism, asset pricing puzzles, heterogeneous preferences, external habit, forecast errors, closed-form expression
Heterogeneous preferences, general equilibrium, closed-form expression, equity premium, countercyclical Sharpe ratio
Heterogeneous preferences, countercyclical Sharpe ratio, equity premium, volatility feedback, closed-form expression
equilibrium asset pricing, heterogeneous preferences, external habit, portfolio strategies, closed form expression
Lévy processes, multivariate subordinators, dependence, correlation, multivariate asset pricing, multi-factorial modelling, variance gamma
Asset pricing, Consumption CAPM, Time-change, Asset pricing puzzles, Uncertainty
labor rigidity, inflation, term-structure, interest rates, equilibrium asset pricing
term structure of equity, dividend strips, distributional risk, income insurance, equilibrium, asset pricing
value premium, labor rigidity, term-structure, predictability, duration
term structure of equity, income insurance, dividend strips, risk sharing, equilibrium asset pricing
rare disasters, equity premium, return predictability, state-space model
Lévy processes, multivariate subordinators, dependence, correlation, multivariate asset pricing, non-Gaussian distributions
Lévy processes, Multivariate subordinators, Dependence, Correlation, Multivariate asset pricing, Variance gamma
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