Event
https://www.esm.europa.eu/events/esm-unilu-seminar-dynamics-subjective-risk-premia-stefan-nagel
"Dynamics of Subjective Risk Premia." Professor Stefan Nagel We examine subjective risk premia implied by return expectations of individual investors and professionals for aggregate portfolios of stocks, bonds, currencies, and commodity futures. While in-sample predictive regressions with realized...