Sabine Elmiger

University of Zurich

Rämistrasse 71

Zürich, CH-8006

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

325

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Can the CRRA-Lognormal Framework Explain CAPM-Anomalies in the Cross-Section of Stock Returns?

Swiss Finance Institute Research Paper No. 13-43
Number of pages: 34 Posted: 22 Aug 2013 Last Revised: 01 Oct 2016
Sabine Elmiger
University of Zurich
Downloads 265 (116,126)

Abstract:

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CAPM, CCAPM, CRRA, lognormality, multiple assets, beta premium, value premium, size premium

2.

A Heterogeneous-Agent Foundation of the Representative-Agent Approach

Swiss Finance Institute Research Paper No. 16-58
Number of pages: 41 Posted: 01 Oct 2016
Sabine Elmiger
University of Zurich
Downloads 60 (359,964)

Abstract:

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