Eric Engstrom

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5207-1930

Publications

• The Variance Risk Premium in Equilibrium Models — Review of Finance 2023
• The Time Variation in Risk Appetite and Uncertainty — Management Science 2022
• Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals — Journal of Political Economy 2017