Rajnish MEHRA

Rajnish MEHRA

Professor of Finance
Deutsche Bank Luxembourg Chair of Finance

Faculty or Centre Faculté de Droit, d'Economie et de Finance
Research Unit LSF
Postal Address Université du Luxembourg
2, Avenue de l'Université
L-4365 Esch-sur-Alzette
Telephone (+352) 46 66 44 5498

"Consumption-Based Asset Pricing Models", Annual Review of Financial Economics 4, 385-409, 2012

"The Equitiy Premium Puzzle Revisited", Rethinking the Equitiy Risk Premium, ed. by P. Brett Hammond, Martin L. Leibowitz and Laurence B. Siegel, Research Foundation of CFA Institute, Charlottesville, Va., 2011

"Recursive Competitive Equilibrium", New Palgrave Dictionary of Economics, 2nd Edition, Macmillan, pp 35-38, 2008

"Junior is Rich: Bequests as Consumption", (with J.B. Donaldson and G.M. Constantinides), Economic Theory, Volume 32, pp 125-155, 2007

"The Equitiy Premium: Why Is It A Puzzle?", Financial Analysts Journal, January/February, pp 54-69, 2003, awarded a Financial analysts Foundation Graham and Dodd Scroll for excellence in financial writing

"The Equity Premium and the Allocation of Income Risk", (with J.P. Danthine and J.B. Donaldson), Journal of Economic Dynamics and Control, 16, July/October, pp. 509-532, 1992

"The Equity Risk Premium: A Solution?", (with E. Prescott), Journal of Monetary Economics, 22, July, pp. 133-136, 1988

"On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption", International Economic Review, 29, February, pp. 131-135, 1988

"The Equity Premium: A Puzzle", (with E.C. Prescott), Journal of Monetary Economics, pp. 145-161, 15, March, 1985

"Comparative Dynamics of An Equilibrium Intertemporal Asset Pricing Model", (with J.B. Donaldson), The Review of Economic Studies, 51, July, pp. 491-508, 1984


"Comparative Dynamics of An Equilibrium Intertemporal Asset Pricing Model", (with J.B. Donaldson), The Review of Economic Studies, 1984

"Recursive Competitive Equilibrium: The Case of Homogeneous Households", (with E.C. Prescott), Econometrica, pp. 1365-1379, 1980

    Reprinted in Growth Theory - ed. by R. Becker and E. Burmeister, 1991

    Reprinted in Theory of Valuation by Sudipto Bhattacharya and George M. Constantinides World Scientific, 2006

"On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk", Journal of Financial and Quantitative Analysis, pp. 227-244, 1978

Last updated on: 05 Sep 2014

Last updated on: 14 Oct 2015