scholarly journals Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns

2002 ◽  
Author(s):  
Kris Jacobs ◽  
Kevin Q. Wang
Keyword(s):  
Cross Section ◽  
Asset Returns ◽  
The Cross ◽  
Consumption Risk

Consumption Risk and the Cross-Section of Option Returns

2018 ◽  
Author(s):  
Kevin Aretz ◽  
Hening Liu ◽  
Shuwen Yang ◽  
Yuzhao Zhang
Keyword(s):  
Cross Section ◽  
Option Returns ◽  
The Cross ◽  
Consumption Risk

Downside risks and the cross-section of asset returns

2018 ◽  
Vol 129 (1) ◽  
pp. 69-86 ◽  
Author(s):  
Adam Farago ◽  
Roméo Tédongap
Keyword(s):  
Cross Section ◽  
Asset Returns ◽  
The Cross
Sign in / Sign up

Export Citation Format

Share Document