Is the ex ante risk premium always positive?
This paper develops tests of inequality restrictions implied by conditional asset pricing models. The methodology is easy to implement, requires little knowledge of the conditio...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 131
- Institution
- University of Pennsylvania
External Links
Identifiers
- ORCID
- 0000-0002-3184-9301
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.