N-0442 Oslo
Norway
BI - Norwegian Business School
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Equity Return Correlations, Heterogeneous Risk Aversion, Volatility of Turnover, Cyclical Dynamics of Stock Price Moments
equity return correlations, heterogeneous risk aversion, volatility of turnover, cyclical dynamics of stock price moments
Inflation disagreement, real and nominal yields, yield volatilities, cross-sectional consumption growth volatility, speculative trade
inflation disagreement, relative entropy, real and nominal yields, yield volatilities, break-even inflation, inflation risk premium, cross-sectional consumption growth volatility, trading on inflation
Learning from Experience Based Bias, Trend Chasing, Survey Based versus Objective Risk Premiums
portfolio choice, capital gain taxation, limited use of capital losses, carry-over losses
Corporate Risk Management, Property Insurance
Multi-good economies, Financial market incompleteness, Financial market completeness
State-contingent technology; Time-varying risk aversion; Conditional volatility of investment; Predictability of returns
Diversification gains, EMU, geographic diversification, industry diversification, block-bootstrap tests
cash holdings, benefits of cash holdings, private companies
Heterogeneous Risk Aversion, Overlapping Generations, Consumption Share Weighted Variance of the Risk-Tolerance, Return Predictability
Foreign Direct Investment, Foreign Portfolio Investment, Tobin's q, Investor Heterogeneity, and Information Spillovers
private benefits of control, property insurance
Cash, Corporate Risk Management, Leverage, Managers' and Owners' Risk Aversion, Private Firms, Property Insurance
ESG Ratings, Direct Indexing, Sustainable Investing, Portfolio Choice, Tracking Error, Disagreement
Optimistic CEO, Tradeoff between Overinvestment and Diversion of Funds, Tobin's q, Welfare
time-varying capital gains taxation, tax-optimal rebalancing, tax collection from realized capital gains
Short-Sales Constraint, Learning from Experience, Reduced Attention to Signal, Endogenous Non-participation
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Asset Market Bubbles, debt capacity, Fiscal policy, Social security sustainability
