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Forecasting asset returns in state space models
Boos, Dominik, (2011)
Maximum likelihood estimation of the equity premium
Avdis, Efstathios, (2017)
Consumption-based asset pricing with rare disaster risk
Grammig, Joachim, (2014)
Generalized method of moments : applications in finance
Jagannathan, Ravi, (2002)
The CAPM is alive and well
Jagannathan, Ravi, (1993)
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi, (1995)