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~person:"Epstein, Larry G."
~subject:"CAPM"
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CAPM
Risiko
37
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12
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10
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10
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pure-exchange continuous-time economy
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Epstein, Larry G.
Bali, Turan G.
15
Lettau, Martin
15
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14
Santos, Tano
12
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11
Harvey, Campbell R.
11
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7
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7
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
10
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1
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
- In:
Journal of economic theory
67
(
1995
)
1
,
pp. 40-82
Persistent link: https://www.econbiz.de/10001189113
Saved in:
2
A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G.
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10001189787
Saved in:
3
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
;
Wang, Tan
-
1994
Persistent link: https://www.econbiz.de/10000891363
Saved in:
4
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
2
,
pp. 283-322
Persistent link: https://www.econbiz.de/10001169519
Saved in:
5
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
;
Wang, Tan
-
1992
Persistent link: https://www.econbiz.de/10000868003
Saved in:
6
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
Saved in:
7
Asset pricing with stochastic differential utility
Duffie, Darrell
;
Epstein, Larry G.
-
1991
Persistent link: https://www.econbiz.de/10000827226
Saved in:
8
The independence axiom and asset returns
Epstein, Larry G.
-
1991
Persistent link: https://www.econbiz.de/10013452189
Saved in:
9
'First order' risk aversion and the equity premium puzzle
Epstein, Larry G.
;
Zin, Stanley E.
-
1989
Persistent link: https://www.econbiz.de/10000785554
Saved in:
10
Risk aversion and asset prices
Epstein, Larry G.
-
1987
Persistent link: https://www.econbiz.de/10003541134
Saved in:
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