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There are 16931 results for: content related to: Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

  1. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  2. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  3. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  4. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  5. Asset-pricing Puzzles and Incomplete Markets

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1803–1832, CHRIS I. TELMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05129.x

  6. Estimation and Evaluation of Conditional Asset Pricing Models

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 873–909, STEFAN NAGEL and KENNETH J. SINGLETON

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01654.x

  7. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  8. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  9. The Cost of Capital for Alternative Investments

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2185–2226, JAKUB W. JUREK and ERIK STAFFORD

    Article first published online : 3 SEP 2015, DOI: 10.1111/jofi.12269

  10. Idiosyncratic Consumption Risk and the Cross Section of Asset Returns

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2211–2252, KRIS JACOBS and KEVIN Q. WANG

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00697.x

  11. Diversification, Integration and Emerging Market Closed-End Funds

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 835–869, GEERT BEKAERT and MICHAEL S. URIAS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02709.x

  12. Financial Intermediaries and the Cross-Section of Asset Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2557–2596, TOBIAS ADRIAN, ERKKO ETULA and TYLER MUIR

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12189

  13. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

  14. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  15. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  16. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 179–230, ANTONIOS SANGVINATSOS and JESSICA A. WACHTER

    Article first published online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00728.x

  17. Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 623–654, David A. Marshall and Nayan G. Parekh

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00119

  18. General Properties of Option Prices

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1573–1610, YAACOV Z. BERGMAN, BRUCE D. GRUNDY and ZVI WIENER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05218.x

  19. The Recovery Theorem

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 615–648, STEVE ROSS

    Article first published online : 12 MAR 2015, DOI: 10.1111/jofi.12092

  20. Endogenous Borrowing Constraints With Incomplete Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2187–2209, HAROLD H. ZHANG

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02758.x