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person:"Gouriéroux, Christian"
~person:"Wachter, Jessica"
~subject:"Risikoprämie"
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Risikoprämie
Theorie
249
Theory
249
Estimation theory
50
Schätztheorie
50
Portfolio selection
38
Portfolio-Management
38
Risk premium
29
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24
Time series analysis
23
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23
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21
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21
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21
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21
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19
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English
29
Author
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Gouriéroux, Christian
Wachter, Jessica
Bekaert, Geert
34
Bansal, Ravi
28
Gollier, Christian
21
Yaron, Amir
20
Zhou, Hao
19
Lustig, Hanno
18
Schlag, Christian
18
Shaliastovich, Ivan
18
Bollerslev, Tim
17
Gagliardini, Patrick
17
Lettau, Martin
17
Campbell, John Y.
16
Farhi, Emmanuel
16
Cochrane, John H.
15
Engstrom, Eric
15
Tsai, Jerry
15
Chen, Hui
14
Engel, Charles
14
Mehra, Rajnish
14
Abel, Andrew B.
13
Gabaix, Xavier
13
Kurz, Mordecai
13
Li, Kai
13
Liu, Jun
13
Sarno, Lucio
13
Schneider, Paul
13
Bali, Turan G.
12
Gourio, François
12
Kaszab, Lorant
12
Singleton, Kenneth J.
12
Subrahmanyam, Avanidhar
12
Verdelhan, Adrien
12
Almeida, Caio
11
Ang, Andrew
11
Branger, Nicole
11
Collin-Dufresne, Pierre
11
Della Corte, Pasquale
11
Fabozzi, Frank J.
11
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Working paper / National Bureau of Economic Research, Inc.
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers / Rodney L. White Center for Financial Research
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Annals of economics and statistics
1
Annual review of financial economics
1
CEA_372Cass working paper series
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Journal of economic theory
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
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ECONIS (ZBW)
29
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
-
2018
Persistent link: https://www.econbiz.de/10011879431
Saved in:
3
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
4
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
-
2017
Persistent link: https://www.econbiz.de/10011847491
Saved in:
5
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
Saved in:
6
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011843791
Saved in:
7
Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry
;
Wachter, Jessica
- In:
Journal of economic theory
177
(
2018
),
pp. 848-878
Persistent link: https://www.econbiz.de/10012025751
Saved in:
8
Aversions to impatience, uncertainty and illiquidity
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 9-39
Persistent link: https://www.econbiz.de/10011744355
Saved in:
9
Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica
-
2011
-
Current draft: May 17, 2011
Persistent link: https://www.econbiz.de/10009295341
Saved in:
10
Rare booms and disasters in a multisector endowment economy
Tsai, Jerry
;
Wachter, Jessica
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1113-1169
Persistent link: https://www.econbiz.de/10011530014
Saved in:
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