Keyphrases
Market Portfolio
63%
Volatility Regimes
35%
Volatility Clustering
32%
Equilibrium Asset Pricing
28%
Price Process
25%
Risky Assets
25%
Stochastic Discount Factor
25%
Size Effect
21%
Capital Asset Pricing
21%
Derivative Financial Instruments
21%
Small Firms
21%
Expected Excess
21%
Options Trading
21%
Noisy Information
21%
Super-replication
21%
Digital Contract
21%
Price Manipulation
21%
Private Firms
21%
Risk Factors
21%
Optimal Capital Structure
21%
Cautiousness
21%
Regime Switching
21%
Isoelastic Utility
21%
Completely Monotonic Function
21%
Equilibrium Analysis
21%
Embedded Options
21%
Treasury Inflation Protected Securities
21%
Stock Returns
21%
Co-skewness
21%
Information Quality
21%
Asset Substitution
21%
Excess Returns
21%
Deflation
21%
Endowment
21%
Mutual Funds
21%
Portfolio Insurance
21%
Inflation
21%
Information Acquisition
21%
Informational Content
21%
Representative Agent
17%
Risk Shifting
17%
Utility Function
17%
Option Returns
17%
Equilibrium Model
14%
Expected Returns
14%
Equilibrium Price
14%
Derivative Contracts
14%
Bick
14%
State-independent
14%
Market Returns
12%
Economics, Econometrics and Finance
Price
100%
Volatility
95%
Wealth
56%
Capital Market Returns
42%
Option Trading
42%
Asset Pricing
42%
Stock Price
31%
Regime Switching
24%
Utility Function
24%
Pricing
24%
Rational Expectation
21%
Investors
21%
Portfolio Selection
21%
Risk Premium
21%
Economic Recession
21%
Financial Economics
21%
Continuous Time
21%
CAPM
21%
Capital Structure
21%
Aggregate Consumption
21%
Risk Factor
21%
Inflation
21%
Firm Size
21%
Equilibrium Model
14%
Industry
10%
Private Information
10%
Corporate Policy
10%
Share Repurchase
10%
Imperfect Competition
10%
Principal Component
10%
Wealth Effect
7%
Finance
7%
Cash Flow
7%
Ownership
7%