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Limits to arbitrage and hedging: Evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - In: Journal of financial economics 109 (2013) 2, pp. 441-465
Persistent link: https://www.econbiz.de/10010133854
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Long-Run Risk through Consumption Smoothing
Kaltenbrunner, Georg; Lochstoer, Lars A. - In: The review of financial studies 23 (2013) 8, pp. 3190-3189
Persistent link: https://www.econbiz.de/10010113851
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Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion
Lochstoer, Lars A. - In: The review of financial studies 22 (2013) 12, pp. 5251-5250
Persistent link: https://www.econbiz.de/10010114706
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Estimation of a stochastic-volatility jump-diffusion model
Craine, Roger; Lochstoer, Lars A.; Syrtveit, Knut - In: Revista de análisis económico 15 (2000) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10009943869
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Long-Run Risk through Consumption Smoothing
Kaltenbrunner, Georg; Lochstoer, Lars A. - In: The review of financial studies 23 (2010) 8, pp. 3190-3190
Persistent link: https://www.econbiz.de/10008440294