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Long-Run Risks and Risk Compensation in Equity Markets · Study

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ChapterLong-Run Risks and Risk Compensation in Equity Markets

Ravi Bansal2008

Chapter2008

Long-Run Risks and Risk Compensation in Equity Markets

25 citations·0/0 files stored·Elsevier eBooks

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1978Asset Prices in an Exchange Economy 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 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?

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2013Advances in Consumption-Based Asset Pricing: Empirical Testschapter · 27 shared references 2007Long-Run Risks and Financial Marketsreport · 26 shared references 2005Financial Markets and the Real Economychapter · 22 shared references 2007The Levered Equity Risk Premium and Credit Spreads: A Unified Frameworkpreprint · 22 shared references 2007Chapter 61 Intertemporal Substitution and Risk Aversionchapter · 22 shared references 2003Chapter 13 Consumption-based asset pricingchapter · 21 shared references

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Year2008

Typechapter

Published2008-01-01

VenueElsevier eBooks

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/b978-044450899-7.50009-9

openalex_workW2473349948

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