2

Learning about Consumption Dynamics

JOHANNES, MICHAEL, LOCHSTOER, LARS A., MOU, YIQUN
Journal:
The Journal of Finance
Year:
2016
Language:
english
File:
PDF, 784 KB
english, 2016
4

Long-Run Risk through Consumption Smoothing

Kaltenbrunner, Georg, Lochstoer, Lars A.
Journal:
Review of Financial Studies
Year:
2010
Language:
english
File:
PDF, 374 KB
english, 2010
5

Long-Run Risk through Consumption Smoothing

Georg Kaltenbrunner and Lars A. Lochstoer
Journal:
Review of Financial Studies
Year:
2010
Language:
english
File:
PDF, 2.45 MB
english, 2010
7

Asset Pricing when 'This Time is Different'

Collin-Dufresne, Pierre, Johannes, Michael, Lochstoer, Lars A.
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 520 KB
english, 2013
8

What Drives Anomaly Returns?

LOCHSTOER, LARS A., TETLOCK, PAUL C.
Journal:
The Journal of Finance
Year:
2020
Language:
english
File:
PDF, 430 KB
english, 2020
12

Long-Run Risk Through Consumption Smoothing

Kaltenbrunner, Georg, Lochstoer, Lars A.
Journal:
SSRN Electronic Journal
Year:
2007
Language:
english
File:
PDF, 962 KB
english, 2007
13

Learning About Consumption Dynamics

Johannes, Michael S., Lochstoer, Lars A., Mou, Yiqun
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 633 KB
english, 2010
14

What Drives Anomaly Returns?

Lochstoer, Lars A., Tetlock, Paul C.
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 434 KB
english, 2016
15

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

Acharya, Viral V., Ramadorai, Tarun, Lochstoer, Lars A.
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 2.21 MB
english, 2010