Subjective Risk, Event Probabilities, and Market Anomalies in Asset Pricing

EEA
Presenter(s) Type Length Chair Room Number Add to calendar
Massimiliano Bondatti Yujing Gong Zhaneta Tancheva Contributed Sessions 26/08 16:00 CEST
90
mins
Zhaneta Tancheva
Zaal Tokyo (M1-17)
Add to Calendar 2024-08-26 16:00:00 2024-10-18 10:54:42 EEA-ESEM 2024: Subjective Risk, Event Probabilities, and Market Anomalies in Asset Pricing. Room: Zaal Tokyo (M1-17) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public
Presenter(s) Massimiliano Bondatti Yujing Gong Zhaneta Tancheva
TypeContributed Sessions
Date 26/08
Time16:00 CEST
Length
90
mins
Chair
Zhaneta Tancheva
Room Number
Zaal Tokyo (M1-17)
Add to calendar
Add to Calendar 2024-08-26 16:00:00 2024-10-18 10:54:42 EEA-ESEM 2024: Subjective Risk, Event Probabilities, and Market Anomalies in Asset Pricing. Room: Zaal Tokyo (M1-17) EEA-ESEM 2024 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Subjective risk premia and intermediary asset pricing: evidence from commodity markets

Risk-Corrected Probabilities of a Binary Event

Read paper

The Hairy Premium

Read paper

Presentations

Subjective risk premia and intermediary asset pricing: evidence from commodity markets

Risk-Corrected Probabilities of a Binary Event

The Hairy Premium