Intermediate Financial Theory
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Cited by:
- Chowdhury, Rajib & Doukas, John A. & Mandal, Sonik, 2023. "CEO risk preferences, hedging intensity, and firm value," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Dolors Berga & Jose I. Silva, 2021. "Risk-Free Versus Risky Assets: Teaching a Portfolio Model with Application to the Stock Market," Journal of Economics Teaching, Journal of Economics Teaching, vol. 6(2), pages 76-94, October.
- Mehra, Rajnish & Prescott, Edward C., 2003.
"The equity premium in retrospect,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938,
Elsevier.
- Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc.
- Charoula Daskalaki, 2021. "New evidence on commodity stocks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(6), pages 811-874, June.
- Atilla Aras, 2020. "Solution to the Equity Premium Puzzle," Papers 2011.05458, arXiv.org, revised Mar 2021.
- Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020.
"Spanning analysis of stock market anomalies under prospect stochastic dominance,"
Working Papers
unige:134101, University of Geneva, Geneva School of Economics and Management.
- Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020. "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series 20-18, Swiss Finance Institute.
- Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2020. "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Papers 2004.02670, arXiv.org.
- Prasanna Gai & Nicholas Vause, 2006.
"Measuring Investors' Risk Appetite,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
- Gai, Prasanna & Vause, Nicholas, 2005. "Measuring Investors' Risk Appetite," MPRA Paper 818, University Library of Munich, Germany.
- Prasanna Gai & Nicholas Vause, 2005. "Measuring investors' risk appetite," Bank of England working papers 283, Bank of England.
- Swaray, Raymond & Salisu, Afees A., 2018. "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, vol. 37(C), pages 199-218.
- Atilla Aras, 2021. "Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model," Papers 2110.14405, arXiv.org, revised Sep 2022.
- Jacques A. Schnabel, 2009. "Divergence of opinion and valuation in a mean‐variance framework," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 26(3), pages 148-154, July.
- Luz M. Gómez & Rogério F. Porto & Pedro A. Morettin, 2021. "Nonparametric regression with warped wavelets and strong mixing processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1203-1228, December.
- Samih A Azar, 2010. "Random risk aversion and the cost of eliminating the foreign exchange risk of the Euro," Economics Bulletin, AccessEcon, vol. 30(1), pages 157-168.
- Rajnish Mehra, 2003. "The Equity Premium: Why is it a Puzzle?," NBER Working Papers 9512, National Bureau of Economic Research, Inc.
- Thomas J. Flavin, 2006. "How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds," Economics Department Working Paper Series n1630206, Department of Economics, National University of Ireland - Maynooth.
- Gürtler, Marc & Hartmann, Nora, 2004. "The equity premium puzzle and emotional asset pricing," Working Papers FW10V3, Technische Universität Braunschweig, Institute of Finance.
- Fujii, Yoichiro & Okura, Mahito & Osaki, Yusuke, 2021. "Is insurance normal or inferior? -A regret theoretical approach-," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Aras, Atilla, 2020. "Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model," OSF Preprints b9afj, Center for Open Science.
- Aras, Atilla, 2021. "Solution to the Equity Premium Puzzle," OSF Preprints gj3n2, Center for Open Science.
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Keywords
Allais paradox; Arbitrage Pricing Theory; Arbitrage pricing theory; Arrow-Debreu; Arrow-Debreu (AD) pricing; Arrow-Debreu model; Arrow-Debreu prices; Arrow-Debreu pricing theory; Arrow-Debreu securities; Arrow-Debreu setting; Arrow-Pratt measure; BE/ME ratio; Black-Scholes formula; Brownian motion; CAPM; CCAPM; CRRA; Canonical portfolio problem; Capital asset pricing model; Capital market line; Cash flow; Certainty equivalent; Closed-form pricing; Competitive equilibrium; Complex securities; Constant absolute risk aversion (CARA); Continuous time processes; Cross-correlations; Declining absolute risk aversion (DARA); Dybvig's evaluation; Economic rationality; Edgeworth-Bowley box; FOCs; Great Moderation; Great Recession; Great Recession case; Hansen-Jagannathan bounds; Jensen's inequality; Joint saving-portfolio problem; Lucas tree; MPT; Market model; Mean-variance space; Modern portfolio theory; Modigliani-Miller Theorem; Modigliani-Miller theorem; No-trade equilibrium; Nonnegativity constraints; Normality-of-returns; Optimal portfolio; Pareto optimal; Payoff; Positive correlation; Posttrade allocation; Present value (PV); Prospect Theory; Random variable; Random walks; Rational expectations equilibrium; Rational expectations hypothesis; Risk aversion; Risk sharing; Risk-free rate; Risk-neutral probabilities; Risk-neutral valuation; Sawtooth pattern; Sharpe ratio; State-by-state dominance; State-contingent claim; T-bill rate; VNM; Value Additivity Theorem; Walrasian equilibrium; Wiener process; Zero-beta CAPM;All these keywords.
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