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Dissertations

Essays on financial market risk premiums

Eric Capen Engstrom, 2005
Faculty Advisor: Geert Bekaert

Abstract

This thesis analyzes financial market risk premiums. I use representative agent models to theoretically and empirically explain various asset pricing phenomena such as the joint dynamics of stock and bond market returns (Chapter 1) and the predictability of excess equity returns with respect to the dividend price ratio (Chapter 2). Finally, I use a similar model to determine the relative roles of time-varying investor preferences and time-varying volatility in driving variation in the equity risk premium (Chapter 3).

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The PhD Program Congratulates John Yao

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Honigsberg Named Postdoctoral Fellow

The PhD program is proud to congratulate Colleen Honigsberg, who was named the Postdoctoral Fellow in Corporate Governance at the Millstein Center at Columbia Law School in October 2013

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