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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Rivista di politica economica"
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Are stocks really less volatile in the long run?
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2009
Persistent link: https://www.econbiz.de/10003830679
Saved in:
2
Variance risk, financial intermediation, and the cross-section of expected option returns
Schürhoff, Norman
;
Ziegler, Alexandre
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2011
Persistent link: https://www.econbiz.de/10008909466
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3
Idiosyncratic return volatility in the cross-section of stocks
Kang, Namho
;
Kondor, Péter
;
Sadka, Ronnie
-
2011
Persistent link: https://www.econbiz.de/10008989333
Saved in:
4
International portfolio equilibrium and the current account
Kollmann, Robert
-
2006
Persistent link: https://www.econbiz.de/10003292768
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5
Preferred risk habitat of individual investors
Dorn, Daniel
;
Huberman, Gur
-
2007
Persistent link: https://www.econbiz.de/10003574334
Saved in:
6
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2007
Persistent link: https://www.econbiz.de/10003549572
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