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Inflation tracking portfolios
Downing, Christopher T.; Longstaff, Francis A.; … - 2012
Persistent link: https://www.econbiz.de/10009554460
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The golden dilemma
Erb, Claude B.; Harvey, Campbell R. - 2013
Persistent link: https://www.econbiz.de/10009711830
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Contrarian investment, extrapolation, and risk
Lakonishok, Josef - 1993
Persistent link: https://www.econbiz.de/10000870674
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Why don't people insure late life consumption? : a framing explanation of the under-annuitization puzzle
Brown, Jeffrey R.; Kling, Jeffrey R.; Mullainathan, Sendhil - 2008
Persistent link: https://www.econbiz.de/10003642074
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A new method to estimate risk and return of non-traded assets from cash flows : the case of private equity funds
Driessen, Joost; Lin, Tse-chun; Phalippou, Ludovic - 2008
"We develop a new GMM-style methodology with good small-sample properties to assess the abnormal performance and risk … sample is small. Larger funds have higher returns due to higher risk exposures and not higher alphas. We also find that Net …
Persistent link: https://www.econbiz.de/10003732358
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Asset pricing tests with long run risks in consumption growth
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2008
Persistent link: https://www.econbiz.de/10003791474
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Portfolio choice in retirement : health risk and the demand for annuities, housing, and risky assets
Yogo, Motohiro - 2009
Persistent link: https://www.econbiz.de/10003880402
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Risk and expected returns of private equity investments : evidence based on market prices
Jegadeesh, Narasimhan; Kräussl, Roman; Pollet, Joshua M. - 2009
Persistent link: https://www.econbiz.de/10003885836
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The crash of 1882, counterparty risk, and the bailout of the Paris Bourse
White, Eugene N. - 2007
Persistent link: https://www.econbiz.de/10003427692
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Cointegration and consumption risks in asset returns
Bansal, Ravi; Dittmar, Robert F.; Kiku, Dana - 2007
a key determinant of risk premia at all investment horizons. As the investment horizon increases, transitory risks …
Persistent link: https://www.econbiz.de/10003472865