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Themes

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  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
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Discussion paper

DP12760 Expected Correlation and Future Market Returns

  • Adrian Buss
  • Lorenzo Schönleber
  • Grigory Vilkov

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
5857927070_6c74e2c0dd_z.jpg
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
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