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DP14241 Valuing Private Equity Strip by Strip 智库出版物
2019
作者:  Arpit Gupta;  Stijn Van Nieuwerburgh
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Private equity  Valuation  Temporal pricing of risk  Cross-section of returns  Buyout  Venture capital  Real estate  Infrastructure  Natural resources  Affine asset pricing models  
DP9227 Empirical Cross-Sectional Asset Pricing 智库出版物
2012
作者:  Stefan Nagel
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Cross-section of stock returns  Empirical asset pricing  
DP8899 Can Rare Events Explain the Equity Premium Puzzle? 智库出版物
2012
作者:  Christian Julliard
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Calibration  Cross-section of asset returns  Equity premium puzzle  Generalized empirical likelihood  Peso phenomenon  Rare disasters  Rare events  Semi-parametric bayesian inference  
DP8268 Variance risk, financial intermediation, and the cross-section of expected option returns 智库出版物
2011
作者:  Alexandre Ziegler;  Norman Schürhoff
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Asset pricing  Cross-section of option returns  Financial intermediation  Variance risk