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Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

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References

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1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
1986Predicting returns in the stock and bond markets1,715 cited
2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
2002

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Term Premia and Interest Rate Forecasts in Affine Models

1,581 cited

1998Optimal Investment, Growth Options, and Security Returns1,477 cited

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