01이 칸의 논문
- Dissecting Anomalies in Conditional Asset Pricing
- Bond Risk Characteristics and Factor Risk Premia
- Credit Rating Purchases and S&P 500 Index Membership Decisions
- The Market Cost of Business Cycle Fluctuations
- Selecting and Testing Asset-Pricing Models: A Stepwise Approach
- The Factor Multiverse: The Role of Interest Rates in Factor Return Measurement
- Evidence on Expectations of Household Finances
- Factor Models of Asset Returns and Bear Market Risk
- Consumption Commitments and Housing Dynamics
- Stock-Bond Return Dynamics and the Expected Country Stock Returns
- Issuer Term Variability, Bond Yield Spreads, and Reaching for Yield
- Value Premium and Equity Term Structures of Value and Growth Firms
- A Flash in the Pan(Demic)? Migration Risks and Municipal Bonds
- Hedging Permanent Income Shocks
- The Cyber Risk Premium
- Extrapolative Uncertainty and Household Economic Behavior
- Intangible Capital in Factor Models
- A Theory of Credit Rating Criteria
- Nonsubstitutable Consumption Growth Risk
- An Intertemporal Risk Factor Model
- Dispersion of Beliefs Bounds: Sentimental Recovery
- Optimal Cross-Sectional Regression
- Inflation, Monetary Policy, and Portfolio Decisions of U.S. Households
- The Importance of Unemployment Risk for Individual Savings
- Risk Management with Variable Capital Utilization and Time-Varying Collateral Capacity
- Compounding Money and Nominal Price Illusions
- Default Risk and Option Returns
- A One-Factor Model of Corporate Bond Premia
- Reaching for Yield and the Cross Section of Bond Returns
- Countercyclical Risks, Consumption, and Portfolio Choice: Theory and Evidence
02같은 주제, 다른 방법
- Asset Pricing in a World of Imperfect Foresight
- Before the Storm: Firm Policies and Varying Recession Risk
- Lemon Cycles
- Inflation, Money Demand, and Portfolio Choice
- Fundamental Anomalies
- Stripping the Discount Curve—A Robust Machine Learning Approach
- Dynamic ESG Equilibrium
- Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing
- Nontraded Sector Growth Risks and Economic Sizes in International Asset Pricing
- Estimating and Testing Long-Run Risk Models: International Evidence