Helleveien 30
N-5045 Bergen
Norway
NHH Norwegian School of Economics
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Carry trade, currency, mean-variance analysis, portfolio optimization.
Asset pricing, carbon premium, climate news, climate risk, heterogeneous beliefs, long-run risk, risk sharing
belief differences, asset pricing, long-run risk, recursive preferences, heterogeneous agents
Asset pricing, discretization, log-linearization, nonlinear dynamics, projection methods
Asset pricing, existence, jumps, long-run risk, recursive utility
Asset prices, equity premium, unit root, non-permanent shocks.
currencies, long-term interest rates, uncovered interest parity
CAPM regression, Dimson correction, mutual funds, net asset values, performance measurement
general equilibrium, rational expectations, asymmetric information