Risk Premiums

2025

Mispricing and Risk Compensation in Cryptocurrency Returns

J FINANC QUANT ANAL · forthcoming · Babiak

2021

Bond Risk Premiums with Machine Learning

REV FINANC STUD · 34(2) 1046–1089 · Büchner, Tamoni

INVESCO Best Paper Award, FMA 2019

2021

Adaptive Expectations and Commodity Risk Premiums

J ECON DYN CONTROL · vol 124