From which consumption-based asset pricing models can investors profit? : evidence from model-based priors
Year of publication: |
2022
|
---|---|
Authors: | Kruttli, Mathias S. |
Subject: | return predictability | consumption-based asset pricing | Bayesian econometrics | CAPM | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Theorie | Theory | Portfolio-Management | Portfolio selection |
-
Wachter, Jessica, (2015)
-
Cross-sectional factor dynamics and momentum returns
Avramov, Doron, (2017)
-
Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria, (2023)
- More ...
-
Hedge Fund Treasury Trading and Funding Fragility : Evidence from the COVID-19 Crisis
Kruttli, Mathias S., (2021)
-
The Shift from Active to Passive Investing : Potential Risks to Financial Stability?
Anadu, Kenechukwu, (2019)
-
Kruttli, Mathias S., (2016)
- More ...