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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of monetary economics"
~person:"Lettau, Martin"
~person:"Miao, Jianjun"
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Search: subject_exact:"Capital asset pricing model"
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8
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6
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5
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4
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4
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3
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Lettau, Martin
Miao, Jianjun
Acharya, Viral V.
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Koedijk, Kees
5
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4
Yaron, Amir
4
Zin, Stanley E.
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Discussion paper / Centre for Economic Policy Research
Journal of monetary economics
NBER Working Paper
4
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4
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ECONIS (ZBW)
8
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1
Comment on "Growth uncertainty, generalized disappointment aversion and production-based asset pricing"
Lochstoer, Lars A.
- In:
Journal of monetary economics
69
(
2015
),
pp. 90-96
Persistent link: https://www.econbiz.de/10011326681
Saved in:
2
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening
;
Miao, Jianjun
- In:
Journal of monetary economics
69
(
2015
),
pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
Saved in:
3
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
-
2013
Persistent link: https://www.econbiz.de/10009760737
Saved in:
4
Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002647325
Saved in:
5
Comment on: Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment
Eberly, Janice C.
- In:
Journal of monetary economics
49
(
2002
)
1
,
pp. 67-74
Persistent link: https://www.econbiz.de/10001641088
Saved in:
6
Idiosyncratic risk and volatility bounds, or, can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
-
1998
Persistent link: https://www.econbiz.de/10013422421
Saved in:
7
Inspecting the mechanism : the determination of asset prices in the real business cycle model
Lettau, Martin
-
1998
Persistent link: https://www.econbiz.de/10013422541
Saved in:
8
Preferences, consumption smoothing, and risk premia
Lettau, Martin
-
1997
Persistent link: https://www.econbiz.de/10013422350
Saved in:
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