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  • Search: subject:"Long-run and short-run consumption risk"
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Business cycle 1 CAPM 1 Capital income 1 Correlation 1 Estimation 1 Kapitaleinkommen 1 Konjunktur 1 Korrelation 1 Long-run and short-run consumption risk 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikoprämie 1 Risk 1 Risk premium 1 Schätzung 1 Theorie 1 Theory 1 Value premium 1 Volatility 1 Volatilität 1 stochastic covariance 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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He, Yunhao 1 Leippold, Markus 1
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Journal of economic dynamics & control 1
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ECONIS (ZBW) 1
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Short-run risk, business cycle, and the value premium
He, Yunhao; Leippold, Markus - In: Journal of economic dynamics & control 120 (2020), pp. 1-36
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