Nour Meddahi

Imperial College Business School

Exhibition Road

Exhibition Road

London, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

397

SSRN CITATIONS
Rank 30,392

SSRN RANKINGS

Top 30,392

in Total Papers Citations

14

CROSSREF CITATIONS

11

Scholarly Papers (2)

1.

An Analytical Framework for Assessing Asset Pricing Models and Predictability

Number of pages: 47 Posted: 19 Mar 2008
René Garcia, Nour Meddahi and Roméo Tédongap
Université de Montréal - CIREQ - Département de sciences économiques, Imperial College Business School and ESSEC Business School
Downloads 231 (144,837)
Citation 15

Abstract:

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Equilibrium Asset Pricing, Equity Premium, Risk-free Rate Puzzle, Predictability

2.

Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices

Review Review of Financial Studies, January 2011, 24, 82-122
Number of pages: 49 Posted: 19 Feb 2009 Last Revised: 13 Dec 2013
Insper Institute of Education and Research, Université de Montréal - CIREQ - Département de sciences économiques, Imperial College Business School and ESSEC Business School
Downloads 166 (195,798)
Citation 15

Abstract:

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disappointment aversion, long-run risk, equity premium, asset returns, predictability, equilibrium Asset Pricing, risk-free rate puzzle