40, Boulevard du Pont-d'Arve
Genève, CH - 1205
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40, Bd du Pont-d'Arve
1211 Geneva, CH-6900
University of Geneva
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne
in Total Papers Downloads
in Total Papers Citations
Relative arbitrage, Market diversity, Beta
Idiosyncratic volatility, incomplete information, cross-section of stock returns.
Incomplete information, idiosyncratic volatility, q theory of investment
idiosyncratic volatility, incomplete information, cross-section of returns, q-theory of investment
Bounded rationality, incomplete information, equilibrium
Asset pricing puzzles, regime-dependent preferences, incomplete information, equity premium, riskless rate, equity volatility, term structure, bond volatility, dividend strips, implied recession probability, recession detection
incomplete information, equity premium, volatility, heterogeneous beliefs
General equilibrium, trading volume, heterogenous agents, multiple goods, incomplete markets, no-trade theorem
Mean-Variance, factor model, optimization, 2 stage least square
equity premium, heterogeneous beliefs and preferences
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