A. Kurshev
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it
- Economics and Econometrics — 14 citations into it
Whom A. Kurshev trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from A. Kurshev's perspective
Ordered by how strongly the researchers A. Kurshev trusts endorse each paper. Same corpus, a different order for every researcher.
- Overconfidence and Speculative Bubbles (Journal of Political Economy)
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
- Intertemporal Substitution and Risk Aversion
- Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
- Cointegration and Consumption Risks in Asset Returns
- Markov Processes: Characterization and Convergence
- Generalized autoregressive conditional heteroskedasticity
- Breadth of Ownership and Stock Returns
- Nonlinear system theory: another look at dependence.
Their papers
- Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility (2009) — 378 citations