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Estimating the Intertemporal Risk Return Relation Using Option Implied Expected Returns

https://doi.org/10.2139/ssrn.4871119
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Is there a risk–return trade‐off? Evidence from high‐frequency data
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Long-run risk-return trade-offs
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There is a risk-return trade-off after all
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The empirical risk–return relation: A factor analysis approach☆
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The conditional expected market return
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Dynamics of Subjective Risk Premia
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An Intertemporal Capital Asset Pricing Model
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Automatic Lag Selection in Covariance Matrix Estimation
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Forward Return Expectations
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