Search Results - subject:"Equity Term Structure"

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Intermediary-based equity term structure

Li, Kai; Xu, Chenjie - In: Journal of financial economics 157 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015072447

Hasler, Michael; Khapko, Mariana - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5560-5577

Persistent link: https://www.econbiz.de/10014392946

The term structure of equity risk premia

Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - 2019

Persistent link: https://www.econbiz.de/10012174202

The term structure of equity risk premia

Bansal, Ravi; Miller, Shane; Song, Dongho; Yaron, Amir - In: Journal of financial economics 142 (2021) 3, pp. 1209-1228

Persistent link: https://www.econbiz.de/10012875936

Asset Pricing with Observable Stochastic Discount Factors.

Smith, Peter N; Wickens, Michael R - Department of Economics and Related Studies, University …

The stochastic discount factor model provides a general framework for pricing assets. By specifying the discount factor suitably it encompasses most of the theories currently in use, including CAPM and consumption CAPM. The SDF model has been based on the use of single and multiple factors, and...

Persistent link: https://www.econbiz.de/10005328496