Stig H.R. Lundeby

Norwegian School of Economics (NHH)

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

1

DOWNLOADS

47

CITATIONS

0

Scholarly Papers (1)

Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off

Number of pages: 37 Posted: 24 Dec 2018 Last Revised: 03 May 2019
Mikhail Chernov, Lars A. Lochstoer and Stig H.R. Lundeby
UCLA Anderson, University of California, Los Angeles (UCLA) - Anderson School of Management and Norwegian School of Economics (NHH)
Downloads 43 (415,811)

Abstract:

Loading...

multi-horizon returns, linear factor models, stochastic discount factor

Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off

NBER Working Paper No. w25361
Number of pages: 42 Posted: 17 Dec 2018
Mikhail Chernov, Lars A. Lochstoer and Stig H.R. Lundeby
UCLA Anderson, University of California, Los Angeles (UCLA) - Anderson School of Management and Norwegian School of Economics (NHH)
Downloads 4 (640,739)
  • Add to Cart

Abstract:

Loading...

Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off

CEPR Discussion Paper No. DP13365
Number of pages: 44 Posted: 11 Dec 2018
Mikhail Chernov, Lars A. Lochstoer and Stig H.R. Lundeby
UCLA Anderson, University of California, Los Angeles (UCLA) - Anderson School of Management and Norwegian School of Economics (NHH)
Downloads 0
  • Add to Cart

Abstract:

Loading...

linear factor models, multi-horizon returns, Stochastic discount factor