Lars A. Lochstoer

Economics and Econometrics · 2010–2016

A researcher in the Science corpus: 3 papers; trusts 20 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 91 citations into it; #22,612 of 23,481 by trust here, #8,678 by citations
• Finance — 83 citations into it; #10,184 of 10,518 by trust here, #3,760 by citations
• General Decision Sciences — 7 citations into it
• Management Science and Operations Research — 6 citations into it

Whom Lars A. Lochstoer trusts overall

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

1. Ravi Bansal
2. Timothy Cogley
3. Thomas J. Sargent
4. Robert J. Barro
5. Amir Yaron
6. Chenchuramaiah T. Bathala
7. Ľuboš Pástor
8. Lars Peter Hansen
9. Hui Chi Chen
10. Martin Weitzman

Who trusts Lars A. Lochstoer overall

1. Mariano Massimiliano Croce

Papers from Lars A. Lochstoer's perspective

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

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Rare Disasters and Asset Markets in the Twentieth Century
3. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
4. The Equity Premium Puzzle
5. Fragile beliefs and the price of uncertainty
6. Stock price volatility and equity premium
7. Confronting Information Asymmetries: Evidence from Real Estate Markets
8. Appendices to \The Market Price of Risk and the Equity Premium: A Legacy of the Great Depression?"
9. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
10. Presidential Address: Discount Rates

Their papers

• Long-Run Risk Through Consumption Smoothing (2010) — 316 citations
• Parameter Learning in General Equilibrium: The Asset Pricing Implications (2016) — 206 citations
• Learning about Consumption Dynamics (2014) — 121 citations