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Preferences, Consumption Smoothing, and Risk Premia

, и . CEPR Discussion Papers, 1678. C.E.P.R. Discussion Papers, (июля 1997)

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Martin Lettau

Brigitta Lettau

Carl Lettau

Heinz Lettau

Anita Lettau

 

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Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment, и . Journal of Monetary Economics, 49 (1): 31--66 (января 2002)Expected returns and expected dividend growth, и . Journal of Financial Economics, 76 (3): 583--626 (июня 2005)Cross-Variable Restrictions in Euler Equations and Risk Premia. Applied Economics Letters, 7 (2): 99-101 (2000)available at http://ideas.repec.org/a/taf/apeclt/v7y2000i2p99-101.html.Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying, и . Journal of Political Economy, 109 (6): 1238--1287 (335 12 2001)doi: 10.1086/323282.Explaining the facts with adaptive agents: The case of mutual fund flows. Journal of Economic Dynamics and Control, 21 (7): 1117--1147 (15.06.1997)Preferences, Consumption Smoothing, and Risk Premia, и . CEPR Discussion Papers, 1678. C.E.P.R. Discussion Papers, (июля 1997)Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models. Economic Journal, 113 (489): 550-575 (июля 2003)