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  1. Lochstoer, Lars A. [Author] ; Muir, Tyler [Other] National Bureau of Economic Research

    Volatility Expectations and Returns

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    Cambridge, Mass: National Bureau of Economic Research, 2020

    Published in: NBER working paper series ; no. w28102

  2. Chernov, Mikhail [Author] ; Dahlquist, Magnus [Other]; Lochstoer, Lars A. [Other] National Bureau of Economic Research

    Pricing Currency Risks

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    Cambridge, Mass: National Bureau of Economic Research, 2020

    Published in: NBER working paper series ; no. w28260

  3. Acharya, Viral V. [Author] ; Ramadorai, Tarun [Other]; Lochstoer, Lars A. [Other]

    Limits to Arbitrage and Hedging : Evidence from Commodity Markets

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    [S.l.]: SSRN, [2015]

    Published in: EFA 2009 Bergen Meetings Paper

  4. Collin-Dufresne, Pierre [Author] ; Johannes, Michael [Other]; Lochstoer, Lars A. [Other]

    Parameter Learning in General Equilibrium : The Asset Pricing Implications

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    [S.l.]: SSRN, [2015]

  5. Collin-Dufresne, Pierre [Author] ; Lochstoer, Lars A. [Other]; Johannes, Michael [Other] National Bureau of Economic Research

    Parameter Learning in General Equilibrium : The Asset Pricing Implications

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    Cambridge, Mass: National Bureau of Economic Research, December 2013

    Published in: NBER working paper series ; no. w19705

  6. Collin-Dufresne, Pierre [Author] ; Johannes, Michael [Other]; Lochstoer, Lars A. [Other]

    Parameter Learning in General Equilibrium : The Asset Pricing Implications

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    [S.l.]: SSRN, [2013]

    Published in: Netspar Discussion Paper ; No. 05/2012-039

  7. Acharya, Viral V. [Author] ; Lochstoer, Lars A. [Other]; Ramadorai, Tarun [Other] National Bureau of Economic Research

    Limits to Arbitrage and Hedging : Evidence from Commodity Markets

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    Cambridge, Mass: National Bureau of Economic Research, March 2011

    Published in: NBER working paper series ; no. w16875

  8. Chernov, Mikhail [Author] ; Lochstoer, Lars A. [Other]; Lundeby, Stig R. H. [Other] National Bureau of Economic Research

    Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off

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    Cambridge, Mass: National Bureau of Economic Research, 2018

    Published in: NBER working paper series ; no. w25361