NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off

Mikhail Chernov, Lars A. Lochstoer, Stig R. H. Lundeby

NBER Working Paper No. 25361
Issued in December 2018

---- Acknowledgments ----

We thank Valentin Haddad, Francis Longstaff, Tyler Muir, and Tommy Stamland for comments on earlier drafts and participants in the seminars and conferences sponsored by LAEF, NHH, UCLA. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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