Gabriel Cabrera

University of Chile

Pío Nono Nº1, Providencia

Santiago, R. Metropolitana 7520421

Chile

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Scholarly Papers (1)

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Time-Varying Risk Aversion and International Stock Returns

BAFFI CAREFIN Centre Research Paper No. 203
Number of pages: 48 Posted: 12 Jul 2023
Massimo Guidolin, Erwin Hansen and Gabriel Cabrera
Bocconi University, Dept. of Finance, University of Chile - Department of Business Administration and University of Chile
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Abstract:

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Implied risk aversion, forecast stock return, market timing, mean-variance asset allocation.