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Equilibrium Value And Size Premia
The General Equilibrium Analysis Provides An Endogenous Consumption Insurance Expla-nation For The Relation Between Risk And Expected Returns. Irreversible Investment And More Generally Capital Adjustment Costs Are The Main Impediments To Such Consumption Insurance As They Limit A –rm™s A Feb 6th, 2024

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Tail Risk Premia And Return Predictability
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