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Publications by Frederico Belo

Production-Based Measures of Risk for Asset Pricing

Journal of Monetary Economics

English

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

SSRN Electronic Journal

English

Related publications

Agency-Based Asset Pricing

SSRN Electronic Journal

English

Asset Pricing With a Bank Risk Factor

Journal of Money, Credit and Banking

English

Asset Pricing With Horizon-Dependent Risk Aversion

SSRN Electronic Journal

English

Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing

Journal of Financial and Quantitative Analysis

English

Consumption-Based Asset Pricing Models (Theory)

English

Coherent Risk Measures by Pricing Functionals

Applied Mathematical Sciences

English

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

SSRN Electronic Journal

English

Consumption-Based Asset Pricing With Higher Cumulants

SSRN Electronic Journal

English

LAPM: A Liquidity-Based Asset Pricing Model

SSRN Electronic Journal

English