Essays in asset pricing and financial econometrics

von Skoulakis, Georgios
Veröffentlicht 2006

On the quality of Taylor approximations to expected utility

von Skoulakis, Georgios
Veröffentlicht in Applied financial economics (2012)

Ex-post risk premia estimation and asset pricing tests using large cross sections : the regression-calibration approach

von Kim, Soohun
Veröffentlicht in Journal of econometrics (2018)

Numerical solutions to dynamic portfolio problems : the case for value function iteration using Taylor approximation

von Garlappi, Lorenzo
Veröffentlicht in Computational economics (2009)

Taylor series approximations to expected utility and optimal portfolio choice

von Garlappi, Lorenzo
Veröffentlicht in Mathematics and financial economics (2011)

Solving consumption and portfolio choice problems : the state variable decomposition method

von Garlappi, Lorenzo
Veröffentlicht in The review of financial studies (2010)

Do subjective expectations explain asset pricing puzzles?

von Bakshi, Gurdip S.
Veröffentlicht in Journal of financial economics (2010)

Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting

von Carvalho, Alexandre Ywata de
Veröffentlicht in Econometric reviews (2010)

Generalized method of moments : applications in finance

von Jagannathan, Ravi
Veröffentlicht in Journal of business & economic statistics (2002)

The analysis of the cross-section of security returns

von Jagannathan, Ravi
Veröffentlicht in Handbook of financial econometrics ; Volume 2: Applications (2010)

Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios

von Bakshi, Gurdip S.
Veröffentlicht in Journal of financial economics (2011)