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Asset Pricing with Horizon-Dependent Risk Aversion. (2015). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
In: 2015 Meeting Papers.
RePEc:red:sed015:1069.

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Cited: 8

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Cites: 53

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Cocites: 45

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Coauthors: 0

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  1. Time Variation of the Equity Term Structure. (2021). Gormsen, Niels Joachim.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:4:p:1959-1999.

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  2. Informed options trading on the implied volatility surface: A cross‐sectional approach. (2020). Kim, Dahea ; Park, Haehean.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:5:p:776-803.

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  3. Co-skewness across Return Horizons. (2019). cotter, john ; Jin, Chenglu ; Conlon, Thomas.
    In: Working Papers.
    RePEc:ucd:wpaper:201910.

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  4. A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events. (2017). Epper, Thomas ; Fehr-Duda, Helga.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2017:05.

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  5. The Term Structure of the Price of Variance Risk. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne ; Wang, Yichuan.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1641.

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  6. The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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  7. The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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  8. Income Insurance and the Equilibrium Term-Structure of Equity. (2016). Marfè, Roberto.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:459.

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