Ghosh, Anisha

Number of items: 10.
Economics
  • Ghosh, Anisha, Otsu, Taisuke (2025). Subjective beliefs estimators and their properties. Review of Finance, [In Press] picture_as_pdf
  • Julliard, Christian, Ghosh, Anisha (2008). Can rare events explain the equity premium puzzle? (Financial Markets Group Discussion Papers 610). Financial Markets Group, The London School of Economics and Political Science.
    • Finance
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P (2025). An information-theoretic asset pricing model. Journal of Financial Econometrics, 23(1). https://doi.org/10.1093/jjfinec/nbae033 picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, Stutzer, Michael J. (2024). The market cost of business cycle fluctuations. Management Science, [In Press] picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P (2017). What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. Review of Financial Studies, 30(2), 442 – 504. https://doi.org/10.1093/rfs/hhw075 picture_as_pdf
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex (2016). An information based one-factor asset pricing model. (Financial Markets Group Discussion Papers 749). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Julliard, Christian, Ghosh, Anisha (2012). Can rare events explain the equity premium puzzle? Review of Financial Studies, 25(10), 3037-3076. https://doi.org/10.1093/rfs/hhs078
  • Ghosh, Anisha, Julliard, Christian, Taylor, Alex (2011). What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. (Financial Markets Group Discussion Papers 691). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • Financial Markets Group
  • Julliard, Christian, Ghosh, Anisha (2012). Can rare events explain the equity premium puzzle? Review of Financial Studies, 25(10), 3037-3076. https://doi.org/10.1093/rfs/hhs078
  • Julliard, Christian, Ghosh, Anisha (2008). Can rare events explain the equity premium puzzle? (Financial Markets Group Discussion Papers 610). Financial Markets Group, The London School of Economics and Political Science.
  • Constantinides, George M., Ghosh, Anisha (2008). Asset pricing tests with long run risks in consumption growth. (Financial Markets Group Discussion Papers 609). Financial Markets Group, The London School of Economics and Political Science.
  • Ghosh, Anisha, Linton, Oliver (2007). Consistent estimation of the risk-return tradeoff in the presence of measurement error. (Financial Markets Group Discussion Papers 605). Financial Markets Group, The London School of Economics and Political Science.