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DateTitle Authors
2011 Determinants of expected stock returns: Large sample evidence from the German marketArtmann, Sabine / Finter, Philipp / Kempf, Alexander
2009 Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returnsGrammig, Joachim / Schrimpf, Andreas
2010 Creative destruction and asset pricesGrammig, Joachim G. / Jank, Stephan
2008 Bewertung von Schiffsfonds: Brücke zwischen Theorie und PraxisKüster Simic, André / von Duesterlho, Jens-Eric / Endert, Volker
2010 Can the consumption-free nonexpected utility model solve the risk premium puzzle? An empirical study of the Japanese stock marketKang, Myong-Il
2012 Bond pricing and the macroeconomyDuffee, Gregory R.
2012 Forecasting interest ratesDuffee, Gregory R.
2005 Asset-pricing models and economic risk premia: A decompositionBalduzzi, Pierluigi / Robotti, Cesare
2005 Mimicking portfolios, economic risk premia, and tests of multi-beta modelsBalduzzi, Pierluigi / Robotti, Cesare
2005 Arbitrage pricing theoryHuberman, Gur

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