SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Evaluation of long-dated assets: The role of parameter uncertainty
16 references·0 citing·38 second hop
Evaluation of long-dated assets: The role of parameter uncertainty (2016)Evaluation of long-dated assets: The role…On the Timing and Pricing of Dividends (2012)On the Timing and Pricing of …Rare Disasters, Asset Prices, and Welfare Costs (2009)Rare Disasters, Asset Prices,…Consumption Strikes Back? Measuring Long‐Run Risk (2008)Consumption Strikes Back? Mea…Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium (2007)Why Is Long‐Horizon Equity Le…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Gamma Discounting (2001)Gamma DiscountingRisks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Why the Far-Distant Future Should Be Discounted at Its Lowest Possible Rate (1998)Why the Far-Distant Future Sh…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Equity Premium Puzzle and…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE (1988)THE EQUITY PREMIUM PUZZLE AND…The equity premium: A puzzle (1985)The equity premium: A puzzleStochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …The Determinants of the Variability of Stock Market Prices (1980)The Determinants of the Varia…Consumption decisions under uncertainty (1972)Consumption decisions under u…Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)The marginal damage costs of carbon dioxide emissions: an assessment of the uncertainties (2004)Comprehensive evidence implies a higher social cost of CO2 (2022)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Chapter 18 A survey of behavioral finance (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Debt, Deficits, and Finite Horizons (1985)The Survival of Noise Traders in Financial Markets (1991)Who Should Buy Long-Term Bonds? (2001)Evaluating the effects of incomplete markets on risk sharing nad asset pricing (2010)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Myopic Loss Aversion and the Equity Premium Puzzle (1993)Investor Psychology and Asset Pricing (2001)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)On the Long-Run Evolution of Inheritance: France 1820–2050 * (2011)An Empirical Evaluation of the Long-Run Risks Model for Asset Prices (2012)The Social Cost of Carbon with Economic and Climate Risks (2018)
this work references cited by second hop

References

  • 1985The equity premium: A puzzle5,785 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
  • 1998Why the Far-Distant Future Should Be Discounted at Its Lowest Possible Rate962 cited
  • 1989The Equity Premium Puzzle and the Riskfree Rate Puzzle922 cited
  • 2009Rare Disasters, Asset Prices, and Welfare Costs856 cited
  • 2001Gamma Discounting762 cited
  • 2008Consumption Strikes Back? Measuring Long‐Run Risk753 cited
  • 1972Consumption decisions under uncertainty583 cited
  • 1980The Determinants of the Variability of Stock Market Prices511 cited
  • 2007Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium506 cited
  • 2012

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

On the Timing and Pricing of Dividends
431 cited

Cited by

No citing works inside the corpus for this window.