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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"SpringerLink / Bücher"
~isPartOf:"The review of financial studies"
~person:"Lochstoer, Lars A."
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Lochstoer, Lars A.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
SpringerLink / Bücher
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Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
2
Asset
pricing
when "this time is different"
Collin-Dufresne, Pierre
;
Johannes, Michael
;
Lochstoer, …
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 505-538
Persistent link: https://www.econbiz.de/10011746113
Saved in:
3
Long-run risk through consumption smoothing
Kaltenbrunner, Georg
;
Lochstoer, Lars A.
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3190-3224
Persistent link: https://www.econbiz.de/10008662049
Saved in:
4
Expected returns and the business cycle : heterogeneous goods and time-varying risk aversion
Lochstoer, Lars A.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5251-5294
Persistent link: https://www.econbiz.de/10003916328
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