Pages that link to "Item:Q4922021"
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The following pages link to Consumption-Based Asset Pricing with Higher Cumulants (Q4922021):
Displaying 29 items.
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
- Hidden persistent disasters and asset prices (Q481370) (← links)
- Moral hazard with the (unlikely) possibility of catastrophes (Q485707) (← links)
- Cross-sectional consumption-based asset pricing: a reappraisal (Q529742) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Testable implications of consumption-based asset pricing models with incomplete markets. (Q1428169) (← links)
- Pricing long-lived securities in dynamic endowment economies (Q1622391) (← links)
- Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing (Q1624115) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- Doubts and variability: a robust perspective on exotic consumption series (Q1753715) (← links)
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
- A note on an interpretation to consumption-based CAPM (Q1934788) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
- Multivariate cumulants in outlier detection for financial data analysis (Q2141847) (← links)
- Planetary boundaries of consumption growth: declining social discount rates (Q2157176) (← links)
- Macroeconomic disasters and the equity premium puzzle: are emerging countries riskier? (Q2177998) (← links)
- An algorithm for arbitrary-order cumulant tensor calculation in a sliding window of data streams (Q2314540) (← links)
- Can ambiguity about rare disasters explain equity premium puzzle? (Q2324692) (← links)
- Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
- Why a pandemic recession boosts asset prices (Q2656381) (← links)
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
- Efficient Computation of Higher-Order Cumulant Tensors (Q3176295) (← links)
- Rare Disasters and Asset Markets in the Twentieth Century* (Q3401191) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk* (Q4555721) (← links)
- Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (Q4962973) (← links)
- m-Double Poisson Lévy markets (Q5139259) (← links)
- Decomposing the growth of top wealth shares (Q6536568) (← links)
- Idiosyncratic risk and the equity premium (Q6596161) (← links)
