Production-Based Measures of Risk for Asset Pricing

Journal of Monetary Economics - Netherlands
doi 10.1016/j.jmoneco.2009.12.001
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Agency-Based Asset Pricing

SSRN Electronic Journal
2008English

Asset Pricing With a Bank Risk Factor

Journal of Money, Credit and Banking
AccountingEconomicsEconometricsFinance
2018English

Asset Pricing With Horizon-Dependent Risk Aversion

SSRN Electronic Journal
2014English

Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2018English

Consumption-Based Asset Pricing Models (Theory)

English

Coherent Risk Measures by Pricing Functionals

Applied Mathematical Sciences
2014English

Probability Weighting and Default Risk: A Solution for Asset Pricing Puzzles

SSRN Electronic Journal
2018English

Consumption-Based Asset Pricing With Higher Cumulants

SSRN Electronic Journal
2007English

LAPM: A Liquidity-Based Asset Pricing Model

SSRN Electronic Journal
2000English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy