Items where Author is "Ghosh, Anisha"

Number of items: 9.
Article
  • An information-theoretic asset pricing model. (2025) Ghosh, Anisha; Julliard, Christian; Taylor, Alex. P picture_as_pdf
  • Can rare events explain the equity premium puzzle? Julliard, Christian; Ghosh, Anisha
  • What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Ghosh, Anisha; Julliard, Christian; Taylor, Alex. P picture_as_pdf
  • The market cost of business cycle fluctuations. Ghosh, Anisha; Julliard, Christian; Stutzer, Michael J. picture_as_pdf
    • Working paper
  • Asset pricing tests with long run risks in consumption growth. Constantinides, George M.; Ghosh, Anisha
  • Can rare events explain the equity premium puzzle? Julliard, Christian; Ghosh, Anisha
  • Consistent estimation of the risk-return tradeoff in the presence of measurement error. Ghosh, Anisha; Linton, Oliver
  • What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Ghosh, Anisha; Julliard, Christian; Taylor, Alex picture_as_pdf
  • An information based one-factor asset pricing model. Ghosh, Anisha; Julliard, Christian; Taylor, Alex picture_as_pdf