Horizon effects in the pricing kernel: How investors price short-term versus long-term risks

Joost Driessen, Joren Koëter and Ole Wilms
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Joost Driessen: Tilburg University, School of Economics and Management
Joren Koëter: Tilburg University, School of Economics and Management
Ole Wilms: Tilburg University, School of Economics and Management

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Date: 2025
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