Knowledge Wharton
Dana Kiku
Research Publications Biography
Research Areas
Asset pricing; applied time-series econometrics
Current Projects
Long-run risks and equity returns; Time-diversification and asset allocation
Asset pricing; applied time-series econometrics
Long-run risks and equity returns; Time-diversification and asset allocation
(with R. Bansal and R. Dittmar)
"Cointegration and Consumption Risks in Asset Returns." working paper, 2006.
(with R. Bansal)
"Long-Run Asset Allocation." working paper, 2006.
"Is the Value Premium a Puzzle?" working paper, 2006.
Wharton: 2006-present
