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1. The “out-of-sample” performance of long run risk models. (2013). Xie, Biqin ; Ferson, Wayne ; Nallareddy, Suresh.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:107:y:2013:i:3:p:537-556.

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2. Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K.. (2013). Sousa, Ricardo.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20131575.

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3. Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments. (2011). Swanson, Norman ; Armah, Nii Ayi.
   In: Departmental Working Papers.
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4. Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S.. (2011). Sousa, Ricardo.
   In: Working Papers.
   RePEc:ptu:wpaper:w201119.

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5. Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S. (2011). Sousa, Ricardo.
   In: NIPE Working Papers.
   RePEc:nip:nipewp:21/2011.

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6. Asset pricing and foreign exchange risk. (2011). ARTIKIS, PANAGIOTIS ; Apergis, Nicholas ; Sorros, John.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:25:y:2011:i:3:p:308-328.

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7. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Aguirreamalloa, Javier ; Liechtenstein, Heinrich.
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   RePEc:ebg:iesewp:d-0821.

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8. Expectations, Shocks, and Asset Returns. (2007). Sousa, Ricardo.
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   RePEc:nip:nipewp:29/2007.

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9. The conditional CAPM does not explain asset-pricing anomalies. (2006). Nagel, Stefan ; Lewellen, Jonathan.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:82:y:2006:i:2:p:289-314.

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10. Dont break the habit: structural stability tests of consumption asset pricing models in the UK. (2005). Sherif, Mo ; Hyde, Stuart.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:12:y:2005:i:5:p:289-296.

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11. Consumption Risk and the Cost of Equity Capital. (2005). Jagannathan, Ravi ; Wang, Yong.
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12. Mimicking Portfolios with Conditioning Information. (2005). Ferson, Wayne ; Xu, Pisun ; Siegel, Andrew F..
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    RePEc:nbr:nberwo:11020.

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13. Equilibrium Pricing in Incomplete Markets. (2005). Jouini, Elyès ; Bizid, Abdelhamid .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00176484.

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14. Asset-pricing models and economic risk premia: a decomposition. (2005). Robotti, Cesare ; Balduzzi, Pierluigi.
    In: FRB Atlanta Working Paper.
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15. Mimicking portfolios, economic risk premia, and tests of multi-beta models. (2005). Robotti, Cesare ; Balduzzi, Pierluigi.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-04.

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16. The Choice of Seasoned-Equity Selling Mechanism: Theory and Evidence. (2005). Norli, Oyvind ; Eckbo, Bjorn.
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17. Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification. (2004). Demirer, Riza ; Lien, Donald.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:6:p:447-456.

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18. Time-varying risk components in the single-factor market model: an exact most powerful invariant test. (2004). Shively, Philip A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:13:p:945-952.

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19. The Cross-Section of Volatility and Expected Returns. (2004). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
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20. The choice of seasoned-equity selling mechanism: Theory and evidence. (2004). Norli, Oyvind ; Eckbo, Bjorn.
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21. A Comparative Analysis of Ability of Mimicking Portfolios in Representing the Background Factors. (2004). Asgharian, Hossein.
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22. Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?*. (2003). Satchell, Stephen ; Pedersen, Christian.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:9:y:2003:i:3:p:273-289.

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23. C-CAPM and the Cross-Section of Sharpe Ratios. (2003). Söderlind, Paul.
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24. A class of models satisfying a dynamical version of the CAPM. (2003). NAPP, Clotilde ; Jouini, Elyès.
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25. A class of models satisfying a dynamical version of the CAPM. (2003). NAPP, Clotilde ; Jouini, Elyès.
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26. A Class of Models satisfying a Dynamical Version of the CAPM. (2003). Jouini, Elyes ; Napp, Clotilde.
    In: Economics Papers from University Paris Dauphine.
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27. C-CAPM and the Cross-Section of Sharpe Ratios. (2003). Söderlind, Paul.
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28. Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods. (2001). Wang, Zhenyu ; Jagannathan, Ravi.
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29. Minimum-variance kernels, economic risk premia, and tests of multi-beta models. (2001). Robotti, Cesare ; Balduzzi, Pierluigi.
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    RePEc:fip:fedawp:2001-24.

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30. An Investment-Growth Asset Pricing Model. (2001). Xing, Yuhang ; Li, Qing ; Vassalou, Maria .
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31. News Related to Future GDP Growth as a Risk Factor in Equity Returns. (2001). Vassalou, Maria .
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32. Leading indicator information in UK equity prices: an assessment of economic tracking portfolios. (2001). Hayes, Simon.
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33. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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    RePEc:fth:nystfi:99-014.

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34. Why Are Asset Returns more Volatile During Recessions? A Theoretical Examination. (2000). Ebell, Monique.
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35. Lets Get Real About Using Economic Data. (2000). Swanson, Norman ; Ghysels, Eric.
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36. Economic Tracking Portfolios. (1999). Lamont, Owen.
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37. Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying. (1999). Ludvigson, Sydney ; Lettau, Martin.
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38. Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM. (1999). Whiteman, Charles ; Neely, Christopher ; Roy, Amlan .
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39. Applying the Grinblatt-Titman and the Conditional (Ferson-Schadt) Performance Measures: The Case of Industry Rotation Via the Dynamic Investment Model.. (1998). Grauer, Robert R. ; Hakansson, Nils H..
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40. Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos. (1998). Parisi, Franco.
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41. A Scorecard for Indexed Government Debt. (1996). Shiller, Robert ; Campbell, John.
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42. Reconciling the term structure of interest rates with the consumption-based ICAP model. (1996). Canova, Fabio.
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43. The Predictability of REIT Returns and Market Segmentatio. (1995). Wang, Ko.
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44. Sources of Risk and Expected Returns in Global Equity Markets. (1994). Harvey, Campbell ; Ferson, Wayne.
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45. Assessing Specification Errors in Stochastic Discount Factor Models. (1994). Jagannathan, Ravi ; Hansen, Lars.
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47. The econometrics of the stock market II: asset pricing. (1993). Sentana, Enrique.
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48. Empirical Testing of Asset Pricing Models. (1992). Lehmann, Bruce N..
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49. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns. (1992). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-Sang .
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