Tag: TimeVarying

Time-Various Threat Premia: Cochrane’s “Low cost Charges”

by Index Investing News

March 12, 2022

“Asset costs ought to equal anticipated discounted cashflows. Forty years in the past, Eugene Fama (1970) argued that the anticipated ...

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Tag: TimeVarying

Time-Various Threat Premia: Cochrane’s “Low cost Charges”

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