Stochastic Volatility Implies Fourth-Degree Risk Dominance: Applications to Asset Pricing
Christian Gollier (Toulouse School of Economics, France)
- Erasmus Finance Seminars
Christian Gollier (Toulouse School of Economics, France)
Travers Child (VU Amsterdam)
Tito Boeri (Università Bocconi, Italy)
Katja Kaufmann (Austrian Academy of Sciences/Alpen-Adria University, Austria)
Remzi Kaygusuz (University of Tilburg)
Kyrill Evdokimov (Princeton University, United States)
Kirill Evdokimov (Princeton University, USA)
Dave Donaldson (Stanford University, United States)
Heather Royer (UC Santa Barbara, United States)
Sander Renes (Erasmus University Rotterdam)
Roy van der Weide (World Bank, United States)
David Kunst (VU Amsterdam)
David Seim (Stockholm University, Sweden)
George Papaconstantinou (Ex-Minister Finance, Greece)
Blaise Melly (University of Bern, Switzerland)
Andrei Dubovik (Centraal Planbureau)
Jules van Binsbergen (University of Pennsylvania, United States)
Esmee Zwiers (Erasmus University Rotterdam)
Basit Zafar (Federal Reserve Bank New York, United States)
Basit Zafar (Federal Reserve Bank New York, United States)