Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Ghosh, Anisha"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 5.

Article

Ghosh, Anisha, Julliard, Christian and Taylor, Alex. P (2017) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Review of Financial Studies, 30 (2). 442 – 504. ISSN 0893-9454

Julliard, Christian and Ghosh, Anisha (2012) Can rare events explain the equity premium puzzle? Review of Financial Studies, 25 (10). pp. 3037-3076. ISSN 0893-9454

Monograph

Julliard, Christian and Ghosh, Anisha (2008) Can rare events explain the equity premium puzzle? Discussion paper (610). Financial Markets Group, London School of Economics and Political Science, London, UK.

Constantinides, George M. and Ghosh, Anisha (2008) Asset pricing tests with long run risks in consumption growth. Discussion paper (609). Financial Markets Group, London School of Economics and Political Science, London, UK.

Ghosh, Anisha and Linton, Oliver (2007) Consistent estimation of the risk-return tradeoff in the presence of measurement error. Discussion paper (605). Financial Markets Group, London School of Economics and Political Science, London, UK.

This list was generated on Tue Jun 22 04:39:07 2021 BST.