Pages that link to "Item:Q300694"
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The following pages link to The skewness risk premium in equilibrium and stock return predictability (Q300694):
Displaying 8 items.
- The impact of fat tails on equilibrium rates of return and term premia (Q1017010) (← links)
- Risk-adjusted option-implied moments (Q1621614) (← links)
- Time-varying risk attitude and conditional skewness (Q1722256) (← links)
- On the pricing of expected idiosyncratic skewness (Q2158688) (← links)
- Priced risk and asymmetric volatility in the cross section of skewness (Q2451808) (← links)
- Risk perception and equity returns: evidence from the SPX and VIX (Q2870074) (← links)
- Equilibrium Predictability, Term Structure of Equity Premia, and Other Return Characteristics (Q4554723) (← links)
- Investor sentiment and trading behavior (Q5139741) (← links)