On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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2 results for “CCAPM”

Exact Value Solution to the Equity Premium Puzzleq-fin.GN

Solves the equity premium puzzle without calibrated values.

problem Equity premium puzzle in finance.

method Derived new model from 4 different equations, found subjective time discount factor and coefficient of relative risk aversion.

result Calculated values and risk attitude determination align with empirical literature.

equity premium puzzle CCAPM subjective time discount factor risk aversion micro and macro studies

2026-02-12abs ↗pdf ↗

Asset Prices and Risk Aversionq-fin.CP

The standard asset pricing models (the CCAPM and the Epstein-Zin non-expected utility model) counterintuitively predict that equilibrium asset prices can rise if the representative agent's risk aversion increases. If the income effect, which implies enhanced saving as a result of an increase in risk aversion, dominates…

2014-03-04abs ↗pdf ↗