Shane Miller

University of Michigan - Ross School of Business

701 Tappan Street

Ann Arbor, MI 48109-1234

United States

SCHOLARLY PAPERS

2

DOWNLOADS

199

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Term Structure of Equity Risk Premia

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 75 Posted: 01 Dec 2019
Ravi Bansal, Amir Yaron, Shane Miller and Dongho Song
Duke University, University of Pennsylvania -- Wharton School of Business, University of Michigan - Ross School of Business and Johns Hopkins University - Carey Business School
Downloads 155 (227,051)
Citation 3

Abstract:

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Asset pricing, business cycle phases, dividend strips, equity term structure, regime switching

2.

The Term Structure of Equity Risk Premia

NBER Working Paper No. w25690
Number of pages: 51 Posted: 26 Mar 2019 Last Revised: 13 Mar 2021
Ravi Bansal, Shane Miller, Dongho Song and Amir Yaron
Duke University and NBER, University of Michigan - Ross School of Business, Johns Hopkins University - Carey Business School and University of Pennsylvania -- Wharton School of Business
Downloads 44 (483,061)
Citation 1

Abstract:

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