Rare disasters

Results: 38



#Item
1Economy / Money / Finance / Mathematical finance / Equity premium puzzle / Beta / Risk-free interest rate / Risk premium / Rare disasters / Interest rate / Consumption-based capital asset pricing model / Quantitative analyst

The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015

Add to Reading List

Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:01:36
2Economy / Economics / Consumer theory / Economic puzzles / Rare disasters / Elasticity of intertemporal substitution / Demand for money / Equity premium puzzle / Gold standard / Dividend / Real interest rate

Microsoft Word - Gold paper

Add to Reading List

Source URL: isites.harvard.edu

Language: English - Date: 2014-03-05 13:53:34
3Behavioral finance / Financial markets / Economic puzzles / Actuarial science / Equity premium puzzle / Stock market / Risk premium / Macroeconomic model / Rare disasters / Risk aversion / Economic model / Dynamic stochastic general equilibrium

Introduction Model Asset Prices

Add to Reading List

Source URL: www.ericswanson.us

Language: English - Date: 2015-11-12 00:17:10
4Financial markets / Behavioral finance / Economic puzzles / Actuarial science / Financial economics / Equity premium puzzle / Risk premium / Rare disasters / Macroeconomic model / Risk aversion / Valuation / Economic model

Introduction Model Asset Prices

Add to Reading List

Source URL: www.ericswanson.us

Language: English - Date: 2015-11-04 18:25:21
5Actuarial science / Behavioral finance / Mathematical finance / Financial markets / Financial risk / Rare disasters / Equity premium puzzle / Risk

The Time-Varying Risk of Macroeconomic Disasters

Add to Reading List

Source URL: www.carloalberto.org

Language: English - Date: 2016-07-16 17:21:17
6Economy / Economics / Financial economics / Economic puzzles / Behavioral finance / Equity premium puzzle / Prospect theory / Stock market / Elasticity of intertemporal substitution / Rare disasters / Finance / Profit

Asset Pricing with Countercyclical Household Consumption Risk* George M. Constantinides Anisha Ghosh

Add to Reading List

Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2016-03-01 04:09:05
7Finance / Stock market / Behavioral finance / Equity premium puzzle / Dividend / Rare disasters / Elasticity of intertemporal substitution / Risk / Yield curve / Financial economics / Economics / Actuarial science

ISSNDisaster Recovery and the Term Structure of Dividend Strips Michael Hasler and Roberto Marfè

Add to Reading List

Source URL: www.carloalberto.org

Language: English - Date: 2015-05-06 06:31:51
8

Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM Olaf Posch(a,b) and Andreas Schrimpf (b,c) (a) Aarhus University, (b) CREATES, (c) Bank for International Settlements∗ July 2012

Add to Reading List

Source URL: www.oposch.com

Language: English - Date: 2012-07-10 06:53:06
    9

    Can time-varying risk of rare disasters explain aggregate stock market volatility? Jessica A. Wachter The Wharton School and NBER

    Add to Reading List

    Source URL: www.afajof.org

    Language: English - Date: 2015-01-21 20:50:09
      10Finance / Stock market / Behavioral finance / Equity premium puzzle / Dividend / Rare disasters / Elasticity of intertemporal substitution / Risk / Yield curve / Financial economics / Economics / Actuarial science

      ISSNDisaster Recovery and the Term Structure of Dividend Strips Michael Hasler and Roberto Marfè

      Add to Reading List

      Source URL: carloalberto.org

      Language: English - Date: 2015-05-06 06:31:51
      UPDATE