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person:"Smith, Peter N."
~subject:"CAPM"
~subject:"Estimation"
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Search: subject_exact:"Risk premium"
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CAPM
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Risk premium
19
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17
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11
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6
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6
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Smith, Peter N.
Bansal, Ravi
35
Zaremba, Adam
31
Bernoth, Kerstin
29
Yaron, Amir
26
Bollerslev, Tim
23
Zhou, Hao
23
Gagliardini, Patrick
20
Bali, Turan G.
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Bekaert, Geert
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Hagen, Jürgen von
17
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Guidolin, Massimo
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Kiku, Dana
16
Nitschka, Thomas
16
Chernov, Mikhail
15
Jacobs, Kris
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Robotti, Cesare
15
Santos, Tano
15
Campbell, John Y.
14
Christiano, Lawrence J.
13
Guo, Hui
13
Hamilton, James D.
13
Lettau, Martin
13
Longstaff, Francis A.
13
Scaillet, Olivier
13
Shaliastovich, Ivan
13
Todorov, Viktor
13
Wickens, Michael R.
13
Wolff, Guntram B.
13
Xiu, Dacheng
13
Zhou, Guofu
13
Cakici, Nusret
12
Gouriéroux, Christian
12
Gupta, Rangan
12
Harvey, Campbell R.
12
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12
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ECONIS (ZBW)
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1
Durable consumption, long-run risk and the equity premium
Guo, Na
;
Smith, Peter N.
-
2012
Persistent link: https://www.econbiz.de/10009728052
Saved in:
2
A cross section of equity returns : the no-arbitrage test
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
2011
Persistent link: https://www.econbiz.de/10009381294
Saved in:
3
Can stochastic discount factor models explain the cross-section of equity returns?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Review of financial economics : RFE
28
(
2016
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011579683
Saved in:
4
The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
Saved in:
5
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
6
What do the Fama-French factors add to C-CAPM?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Journal of empirical finance
22
(
2013
),
pp. 113-127
Persistent link: https://www.econbiz.de/10009768417
Saved in:
7
Macroeconomic sources of equity risk
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837657
Saved in:
8
Modelling risk premia in international asset markets
Smith, Peter N.
-
1991
Persistent link: https://www.econbiz.de/10000130895
Saved in:
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