Discussion paper DP12760 Expected Correlation and Future Market Returns Adrian Buss Grigory Vilkov Lorenzo Schönleber 19 Dec 2018 Financial Economics G11 G12 G13 G17
Discussion paper DP12717 Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk Dirk Krueger Alexander Ludwig 12 Feb 2018 Macroeconomics and Growth Monetary Economics and Fluctuations Public Economics H21 H31 E21
VoxEU Column Risk, return, and skill in the portfolios of the wealthy Laurent E. Calvet Paolo Sodini Laurent Bach 7 Jul 2017 Frontiers of economic research Poverty and Income Inequality
Discussion paper DP8307 Idiosyncratic Return Volatility in the Cross-Section of Stocks Péter Kondor Ronnie Sadka Namho Kang 1 Apr 2011 Financial Economics G11 G12
Discussion paper DP4067 C-CAPM and the Cross-Section of Sharpe Ratios Paul Söderlind 23 Sep 2003 Financial Economics E13 E32 G12
Discussion paper DP3474 Entrepreneurial Incentives in Stock Market Economies Alberto Bisin Viral Acharya 20 Jul 2002 Financial Economics D52 D62 G10 G31 G32 J33
Discussion paper DP1795 Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Martin Lettau 31 Jan 1998 Financial Economics International Macroeconomics E44 G11 G12