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Empirical Performance of Long-Run Risk and Volatility Ambiguity: International Evidence
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Asset pricing and ambiguity: Empirical evidence
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Asset pricing with heterogeneous agents and long-run risk
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The term structure of equity risk premia
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Ambiguity about volatility and investor behavior
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Ambiguous volatility, possibility and utility in continuous time
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Chapter 13 Consumption-based asset pricing
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Dividend Predictability Around the World
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Model Misspecification and Underdiversification
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By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
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Consumption Strikes Back? Measuring Long‐Run Risk
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Risks for the Long Run and the Real Exchange Rate
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Financial Asset Pricing Theory
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The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
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Asset Pricing with Stochastic Differential Utility
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Robust Portfolio Rules and Asset Pricing
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A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
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Ambiguous Volatility and Asset Pricing in Continuous Time
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Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns
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Ambiguity, Risk, and Asset Returns in Continuous Time
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AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
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Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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Ambiguous Information, Portfolio Inertia, and Excess Volatility
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Uncertainty, Time‐Varying Fear, and Asset Prices
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Higher Order Effects in Asset Pricing Models with Long‐Run Risks
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Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities
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Measuring “Dark Matter” in Asset Pricing Models
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Rare Disasters and Asset Markets in the Twentieth Century*
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On the Absolute Continuity of Measures
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Long Run Risks, Credit Markets, and Financial Structure
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How Much Would You Pay to Resolve Long-Run Risk?
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Long-Run Risk Is the Worst-Case Scenario
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Robust Control and Model Uncertainty
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Macroeconomic Volatilities and Long-Run Risks of Asset Prices
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Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing
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An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
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Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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Myopic Loss Aversion and the Equity Premium Puzzle
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Simulated Moments Estimation of Markov Models of Asset Prices
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Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
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Ambiguity, Learning, and Asset Returns
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