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Empirical Economics, ISSN 0377-7332, 05/2019, pp. 1 - 21
This paper addresses the relation between market risk and expected market returns under periodic trading breaks. We propose a model where asset prices are... 
Risk premiums
Journal Article
Book
Économie et prévision, ISSN 0249-4744, 01/2011, Volume 197-198, pp. 45 - 61
// ABSTRACT IN ENGLISH: We analyse the relationship between innovation, productivity and exports using a large database on French manufacturing firms. Our... 
Premiums
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 7/2008, Volume 21, Issue 4, pp. 1455 - 1508
Journal Article
2009, ISBN 9780691142364, x, 267
Technological innovation is deeply woven into the fabric of American culture, and is no less a basic feature of American health care. Medical technology saves... 
Medicine: General Issues | Medical care, Cost of | economics | Health Care Costs | Medical technology | Biomedical Technology | United States | Insurance | Economic aspects | Political Science | Health Sciences | Public Policy | Health Policy | POLITICAL SCIENCE | MEDICAL
Book
Journal of Financial Economics, ISSN 0304-405X, 12/2017, Volume 126, Issue 3, p. 563
The simultaneous occurrence of jumps in several stocks can be associated with major financial news, triggers short-term predictability in stock returns, is... 
Studies | Risk premiums
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 12/2014, Volume 114, Issue 3, pp. 517 - 553
We propose a new approach to imposing economic constraints on time series forecasts of the equity premium. Economic constraints are used to modify the... 
Sharpe ratio | Economic constraints | Equity premium predictions | EQUITY PREMIUM PREDICTION | ANTE RISK PREMIUM | PERFORMANCE | LONG-RUN | ALLOCATION | BUSINESS, FINANCE | ASSET PRICING-MODELS | EXPECTED RETURNS | PREDICTABILITY | TERM STRUCTURE | PORTFOLIO CHOICE | ECONOMICS
Journal Article
The Review of Economic Studies, ISSN 0034-6527, 07/2018, Volume 85, Issue 3, p. 1752
We study asset prices and portfolio choice with overlapping generations, where the young disregard history to learn from own experience. Disregarding history... 
Economic models | Risk premiums
Journal Article
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