Henrik Hasseltoft

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Henrik Hasseltoft trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Hanno Lustig
  2. G. Duffee
  3. Jonathan H. Wright

Papers from Henrik Hasseltoft's perspective

Ordered by how strongly the researchers Henrik Hasseltoft trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Common Risk Factors in Currency Markets
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. Term premia and interest rate forecasts in affine models
  4. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  6. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
  7. Habit formation: a resolution of the equity premium puzzle?
  8. The Cross‐Section of Expected Stock Returns
  9. Bond Risk Premia
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers