Listagem Asset Pricing and Portfolio Allocation in the Long Run Conference por Título

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Título
A Markov-switching multi-fractal inter-trade duration model, with application to U.S. equities [1]
A stochastic discount factor approach to asset pricing using panel data asymptotics [1]
Asset Pricing and Portfolio Allocation in the Long Run - Program [1]
Concentrated ownership and equilibrium asset prices [1]
Experiments with the Lucas asset pricing model [1]
Multiperiod corporate default prediction with partially-conditioned forward intensity [1]
Nonparametric stochastic discount factor decomposition and pricing of long-term derivative securities [1]
Skewness in expected macro fundamentals and the predictability of equity returns: evidence and theory [1]
The I theory of money [1]
Time-aggregation effects on estimating asset pricing models [1]
Understanding equity option prices [1]
Young, Old, Conservative and Bold: The Implications of Heterogeneity of Finite Lives for Asset Pricing [1]