Title:

Is Long-Run Risk Really Priced? Revisiting Liu and Matthies (2022)

Author:

Paulo Maio (Fundacao Getulio Vargas, Hanken School of Economics, Helsinki)

Journal:

Journal of Finance

Year:

2024

Volume:

79

Number:

4

Pages:

2885-2900

JEL code:

G11 - Portfolio Choice; Investment Decisions