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Risk Horizon and Expected Market Returns

https://doi.org/10.2139/ssrn.2163013
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THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation,…
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There is a risk-return trade-off after all
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Efficient tests of stock return predictability☆
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The term structures of equity and interest rates
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Liquidity Risk and Expected Stock Returns
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Real-Time Measurement of Business Conditions
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Pricing Kernels with Stochastic Skewness and Volatility Risk
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Risk, Return, Skewness and Preference
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Portfolio Selection and Asset Pricing—Three-Parameter Framework
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The U.S. Treasury Yield Curve: 1961 to the Present
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The Term Structures of Equity and Interest Rates
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Predictability of Returns and Cash Flows
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Estimating the Market Risk Premium
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The Cross-Section of Tail Risks in Stock Returns
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Stock Return Predictability: Is it There?
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Liquidity Risk and Expected Stock Returns
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Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2018 Edition
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There is a Risk-Return Tradeoff after All
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Portfolio Choice with Endogenous Utility: A Large Deviations Approach
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Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?
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Equilibrium Underdiversification and the Preference for Skewness
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Predictive Regressions: A Present-Value Approach
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Comparing Predictive Accuracy
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Safety First and the Holding of Assets
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Equilibrium in a Capital Asset Market
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An Intertemporal Capital Asset Pricing Model
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Diversification in a Three-Moment World
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Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence
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On the Risk of Stocks in the Long Run
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The Term Structure of the Risk-Return Tradeoff
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Stock and Bond Returns with Moody Investors
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Tests of equal forecast accuracy and encompassing for nested models
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Views of Financial Economists on the Equity Premium and on Professional Controversies
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The Term Structure of the Risk–Return Trade-Off
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