Anne-Sofie Reng Rasmussen

Finance Research Group - Aarhus School of Business

Fuglesangs Alle 4

DK-8210 Aarhus

Denmark

SCHOLARLY PAPERS

3

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2

Scholarly Papers (3)

1.

How Well Do Financial and Macroeconomic Variables Predict Stock Returns: Time-Series and Cross-Sectional Evidence

Number of pages: 78 Posted: 02 Nov 2006
Anne-Sofie Reng Rasmussen
Finance Research Group - Aarhus School of Business
Downloads 1,742 (11,108)
Citation 3

Abstract:

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Return predictability, C-CAPM, conditional asset pricing

2.

Improving the Asset Pricing Ability of the Consumption-Capital Asset Pricing Model?

Number of pages: 36 Posted: 02 Nov 2006
Anne-Sofie Reng Rasmussen
Finance Research Group - Aarhus School of Business
Downloads 211 (168,412)

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C-CAPM, intertemporal asset pricing, conditional asset pricing, pricing errors

3.

Estimating the Consumption-Capital Asset Pricing Model Without Consumption Data: Evidence from Denmark

Aarhus School of Business Working Paper No. 04-02
Number of pages: 50 Posted: 04 May 2004
Anne-Sofie Reng Rasmussen
Finance Research Group - Aarhus School of Business
Downloads 154 (222,457)
Citation 1

Abstract:

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Intertemporal asset pricing, VAR model, Hansen-Jagannathan specification error