Asset pricing with long-run disaster risk

• Rujie Fan,

  Roles Funding acquisition, Investigation, Methodology, Project administration, Supervision, Validation, Writing – review & editing

  Affiliation School of Finance, Southwestern University of Finance and Economics, Chengdu, Sichuan, China

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• Chao Xiao

  Roles Conceptualization, Data curation, Project administration, Resources, Software, Visualization, Writing – original draft

  * E-mail: xchiao@smail.swufe.edu.cn

  Affiliation School of Finance, Southwestern University of Finance and Economics, Chengdu, Sichuan, China

  https://orcid.org/0000-0003-1510-2176

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