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Thesis

Essays on the pricing of financial and human wealth

Abstract:

This thesis presents three empirical analyses on the systematic risk exposure that global and domestic asset holders face. Each paper investigates a distinct source of macroeconomic risk, but they all stem from the premise that holding human capital and financial assets is risky. This ultimately affects agents' optimal consumption choices. The first paper, The International CAPM Redux, proposes a novel empirical model to price international assets. Building on recent advances in a...

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Department:
University of Oxford, Said Business School

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Department:
University of Oxford, Said Business School
Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
Language:
English
Keywords:
Subjects:

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