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Applied Economics Letters Volume 16, 2009 - Issue 10
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Original Articles

An extended Stein's lemma for asset pricing

Paul Söderlind SBF, University of St. Gallen, Rosenbergstrasse 52, CH-9000 St., Gallen, SwitzerlandCorrespondence[email protected]
Pages 1005-1008 | Published online: 24 Jun 2009

Citations (5)

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M. Eling, K.K. Sudheesh & L. Tibiletti. (2013) How skewness influences optimal allocation in a risky asset?. Applied Economics Letters 20:9, pages 842-846.
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Articles from other publishers (4)

H. Youn Kim, Keith R. Mclaren & K. K. Gary Wong. (2019) CONSUMER DEMAND, CONSUMPTION, AND ASSET PRICING: AN INTEGRATED ANALYSIS WITH INTERTEMPORAL TWO-STAGE BUDGETING. Macroeconomic Dynamics 25:2, pages 379-425.
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Alexander Braun, Daliana Luca & Hato Schmeiser. (2017) Consumption‐Based Asset Pricing in Insurance Markets: Yet Another Puzzle?. Journal of Risk and Insurance 86:3, pages 629-661.
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Paul Söderlind. (2009) The C-CAPM without ex post data. Journal of Macroeconomics 31:4, pages 721-729.
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Alexander Braun, Julia Braun & Florian Weigert. (2021) Hurricane Risk and Asset Prices. SSRN Electronic Journal.
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