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Production-Based Term Structure of Equity Returns · Study

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PreprintProduction-Based Term Structure of Equity Returns

Mariano Massimiliano Croce2013

OA

Preprintgreen2013

Production-Based Term Structure of Equity Returns

Mariano Massimiliano Croce · Hengjie Ai · Anthony M. Diercks · Kai Li

19 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 2006Rare Disasters and Asset Markets in the Twentieth Century*1978Temporal Resolution of Uncertainty and Dynamic Choice Theory 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1998Optimal Investment, Growth Options, and Security Returns 1998Asset pricing in production economies

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2015The Term Structure of Returns: Facts and Theory

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Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations19

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2336099

openalex_workW2116465320

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