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Publications by Andrei Semenov

High-Order Consumption Moments and Asset Pricing

SSRN Electronic Journal
2007English

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Consumption-Based Asset Pricing Models (Theory)

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Consumption-Based Asset Pricing With Higher Cumulants

SSRN Electronic Journal
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Asset Pricing With Second-Order Esscher Transforms

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Advances in Consumption-Based Asset Pricing: Empirical Tests

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Parametric Pricing of Higher Order Moments in S&P500 Options

Journal of Applied Econometrics
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2005English

Financial Contagion and Asset Pricing

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Wealth Inequality and Asset Pricing

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Agency-Based Asset Pricing

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Carbon Dioxide Emissions and Asset Pricing

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