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DateTitle Authors
2010 World Equity Premium based Risk Aversion EstimatesPozzi, L.C.G. / de Vries, C.G. / Zenhorst, J.
2008 Have Euro Area Government Bond Risk Premia Converged To Their Common State?Pozzi, Lorenzo / Wolswijk, Guido
2013 A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfactionBell, David R. / Ledoit, Olivier / Wolf, Michael
2014 The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected VolatilityYang, Yan / Copeland, Laurence
2014 Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costsBuss, Adrian / Uppal, Raman / Vilkov, Grigory
2008 Estimating yield curves from swap, BUBOR and FRA dataReppa, Zoltán
2014 The cross-section of stock returns in an early stock marketYe, Qing / Turner, John D.
2010 Risk premia in general equilibriumPosch, Olaf
2010 Predictability of asset returns and the efficient market hypothesisPesaran, Mohammad Hashem
2008 Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial MarketsSonnemans, Joep / Tuinstra, Jan

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