The CAPM strikes back? An equilibrium model with disasters
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference56 articles.
1. A unified model of investment under uncertainty;Abel;Am. Econ. Rev.,1994
2. Risk premia and term premia in general equilibrium;Abel;J. Monet. Econ.,1999
3. Growth to value: option exercise and the cross section of equity returns;Ai;J. Financial Econ.,2013
4. CAPM over the long run: 1926–2001;Ang;J. Emp. Finance,2007
5. Rare disasters and asset markets in the twentieth century;Barro;Q. J. Econ.,2006
Cited by 50 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Corporate social responsibility and stock resilience to COVID-19: A contract theory perspective;International Review of Economics & Finance;2024-01
2. Enhancing betting against beta with stochastic dominance;Journal of Empirical Finance;2024-01
3. The value-growth premium in a time-varying risk return framework;International Review of Economics & Finance;2023-11
4. Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events;Energy Economics;2023-10
5. Prediction and Analysis of the Price of Carbon Emission Rights in Shanghai: Under the Background of COVID-19 and the Russia–Ukraine Conflict;Mathematics;2023-07-15
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3