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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000910153
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On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993
Persistent link: https://www.econbiz.de/10000870606
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The CAPM is alive and well
Jagannathan, Ravi; Wang, Zhenyu - 1993
Persistent link: https://www.econbiz.de/10000881167
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000883126
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Empirical evaluation of asset pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi; Wang, Zhenyu - 2001
Persistent link: https://www.econbiz.de/10001548712
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
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On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993 - rev
Persistent link: https://www.econbiz.de/10000142591
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Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
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Consumption risk and the cost of equity capital
Jagannathan, Ravi; Wang, Yong - 2005
Persistent link: https://www.econbiz.de/10002527282
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On frequent batch auctions for stocks
Jagannathan, Ravi - In: Journal of financial econometrics 20 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012878116