Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models - new publication by Fabio Trojani. In a new study, Professor Fabio Trojani and his co-authors isolate the cor ...
Standard asset pricing models reconcile high equity premia with smooth risk-free rates by inducing an inverse functional relationship between the mean and the variance of the stochastic discount ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results