Narrow search
Showing 1 - 10 of 92
Cover Image
What determines expected international asset returns?
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000883653
Cover Image
Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
Cover Image
What determines expected international asset retuns [returns]?
Solnik, Bruno; Harvey, Campbell R.; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10000897108
Cover Image
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David; Zin, Stanley E. - 1993
Persistent link: https://www.econbiz.de/10000857487
Cover Image
Hansen-Jagannathan distance : geometry and exact distribution
Kan, Raymond; Zhou, Guofu - 2004
Persistent link: https://www.econbiz.de/10001997574
Cover Image
'First order' risk aversion and the equity premium puzzle
Epstein, Larry G.; Zin, Stanley E. - 1989
Persistent link: https://www.econbiz.de/10000785554
Cover Image
A new variance bound on the stochastic discount factor
Kan, Raymond; Zhou, Guofu - In: The journal of business : B 79 (2006) 2, pp. 941-961
Persistent link: https://www.econbiz.de/10003310426
Cover Image
Cross-sectional asset pricing tests
Jagannathan, Ravi; Schaumburg, Ernst; Zhou, Guofu - In: Annual review of financial economics 2 (2010), pp. 49-74
Persistent link: https://www.econbiz.de/10008797839
Cover Image
Does q-theory with investment frictions explain anomalies in the cross section of returns?
Li, Dongmei; Zhang, Lu - In: Journal of financial economics 98 (2010) 2, pp. 297-314
Persistent link: https://www.econbiz.de/10008826328
Cover Image
Portfolio optimization under asset pricing anomalies
Chou, Pin-huang; Li, Wen-Shen; Zhou, Guofu - In: Japan and the world economy : international journal of … 18 (2006) 2, pp. 121-142
Persistent link: https://www.econbiz.de/10003303126