On the public citation graph
Conditional Expected Returns on Individual Stocks with and without Intertemporal Hedging
0 signed · 38 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/s11166-014-9193-0openalex-snapshot
Joint measurement of risk aversion, prudence, and temperance
inferredcites →https://doi.org/10.1016/0022-0531(71)90038-xopenalex-snapshot
Optimum consumption and portfolio rules in a continuous-time model
inferredcites →https://doi.org/10.1016/j.jfineco.2010.06.006openalex-snapshot
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆
inferredcites →https://doi.org/10.1016/j.jfineco.2018.02.011openalex-snapshot
An intertemporal CAPM with stochastic volatility
inferredcites →https://doi.org/10.1016/j.jfineco.2020.03.009openalex-snapshot
The conditional expected market return
inferredcites →https://doi.org/10.1016/s0165-1889(97)00031-6openalex-snapshot
Strategic asset allocation
inferredcites →https://doi.org/10.1016/s0304-405x(02)00231-3openalex-snapshot
A multivariate model of strategic asset allocation
inferredcites →https://doi.org/10.1016/s0304-405x(99)00050-1openalex-snapshot
Spanning and derivative-security valuation
inferredcites →https://doi.org/10.1080/713665549openalex-snapshot
Optimal positioning in derivative securities
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/296025openalex-snapshot
Prices of State-Contingent Claims Implicit in Option Prices
inferredcites →https://doi.org/10.1093/qje/qjw034openalex-snapshot
What is the Expected Return on the Market?*
inferredcites →https://doi.org/10.1093/restud/rdt032openalex-snapshot
Higher Order Risk Attitudes, Demographics, and Financial Decisions
inferredcites →https://doi.org/10.1093/rfs/1.3.195openalex-snapshot
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
inferredcites →https://doi.org/10.1093/rfs/9.1.141openalex-snapshot
Dynamic Nonmyopic Portfolio Behavior
inferredcites →https://doi.org/10.1093/rfs/hhi035openalex-snapshot
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
inferredcites →https://doi.org/10.1093/rfs/hhl001openalex-snapshot
Portfolio Selection in Stochastic Environments
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-snapshot
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhp029openalex-snapshot
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-snapshot
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1111/1540-6261.00459openalex-snapshot
Dynamic Asset Allocation under Inflation
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/jofi.12018openalex-snapshot
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
inferredcites →https://doi.org/10.1111/jofi.12778openalex-snapshot
What Is the Expected Return on a Stock?
inferredcites →https://doi.org/10.1146/annurev-financial-111914-041906openalex-snapshot
Disaster Risk and Its Implications for Asset Pricing
inferredcites →https://doi.org/10.1162/003355399556043openalex-snapshot
Consumption and Portfolio Decisions when Expected Returns are Time Varying
inferredcites →https://doi.org/10.1287/mnsc.1110.1354openalex-snapshot
Testing for Prudence and Skewness Seeking
inferredcites →https://doi.org/10.1287/mnsc.2022.4367openalex-snapshot
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
inferredcites →https://doi.org/10.1287/mnsc.2023.00261openalex-snapshot
An Intertemporal Risk Factor Model
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/1926559openalex-snapshot
Lifetime Portfolio Selection By Dynamic Stochastic Programming
inferredcites →https://doi.org/10.2307/1926560openalex-snapshot
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
inferredcites →https://doi.org/10.2307/3594995openalex-snapshot
Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
inferredcites →https://doi.org/10.3386/w3403openalex-snapshot
Precautionary Saving and the Marginal Propensity to Consume
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.