Browsing Publikasjoner fra CRIStin - BI by Journals "Management science"

Now showing items 1-2 of 2

    • Asset Growth, Profitability, and Investment Opportunities 

      Cooper, Ilan; Maio, Paulo (Journal article; Peer reviewed, 2018)
      We show that recent prominent equity factor models are to a large degreecompatible with the Intertemporal CAPM (ICAPM) framework. Factors associated withalternative profitability measures forecast the equity premium in a ...

    • Risk Aversion Sensitive Real Business Cycles 

      Zhanhui, Chen; Cooper, Ilan; Ehling, Paul; Xiouros, Costas (Journal article; Peer reviewed, 2020)
      Technology choice allows for substitution of production across states of nature and depends on state-dependent risk aversion. In equilibrium, endogenous technology choice can counter a persistent negative productivity shock ...