Can the CRRA-Lognormal Framework Explain CAPM-Anomalies in the Cross-Section of Returns?
Sabine Elmiger (University of Zurich, Switzerland))
- PhD Finance Seminars
Sabine Elmiger (University of Zurich, Switzerland))
David Solomon (The University of Southern California, Los Angeles, United States)
Zhaokun Zhang (VU University Amsterdam) and Sylvia Bleker (VU University Amsterdam)
Kristiina Huttunen (Aalto University, Finland)
Andrew Oswald (University of Warwick, United Kingdom)
Ryan Kellogg (University of Michigan, United States)
Xiao Xiao (Erasmus University Rotterdam)
Chen Zhou (Erasmus University Rotterdam, the Netherlands)
Herve Moulin (University of Glasgow, United Kingdom)
Arjen Mulder (Erasmus University Rotterdam)
Dagfinn Rime (BI Norwegian Business School, Norway)
Julien Pinter (University of Amsterdam) and Maximilian Hoyer (University of Amsterdam)
Annalisa Scognamiglio (University of Naples, Italy)
Sarah Smith (University of Bristol, United Kingdom)
Edward Morrison (Columbia University, United States)
Sevin Yeltekin (Carnegie Mellon University, United States)
Victor Hoornweg (Erasmus University Rotterdam)
Vladimir Tikhomirov (Moscow State University, Russia)
Robin Lumsdaine (American University, Washington DC, United States)
Maxwell King (Monash University, Australia)