23 results on '"Marfè, Roberto"'
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2. Measuring macroeconomic tail risk
3. Long-run versus short-run news and the term structure of equity
4. Should investors learn about the timing of equity risk?
5. Income Insurance and the Equilibrium Term Structure of Equity
6. Disaster recovery and the term structure of dividend strips
7. Multivariate jump arrivals: The variance gamma case
8. Housing Yields
9. Dynamic Equity Slope
10. Corporate Policies and the Term Structure of Risk
11. Rational Learning and the Term Structures of Value and Growth Risk Premia
12. Pandemic Tail Risk
13. Corporate Fraction and the Equilibrium Term Structure of Equity Risk *
14. A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE
15. Realized Expectations and the Equilibrium Risk-Return Trade Off
16. A generalized variance gamma process for financial applications
17. Investors' Beliefs and the Equilibrium Risk-Return Trade Off
18. Multivariate Lévy processes with dependent jump intensity
19. Asset Prices and the Heterogeneous Impact of News
20. Catching Up with the Joneses Under Preference Heterogeneity: An Exact Solution
21. Time-Change Risks and the Aggregate Stock Market Behavior
22. A Multivariate Pure-Jump Model with Multi-Factorial Dependence Structure
23. Multivariate Lévy processes with dependent jump intensity.
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