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Information about:
Valery Polkovnichenko

Personal Details | Affiliation | Works
This is information that was supplied by Valery Polkovnichenko in registering through RePEc. If you are Valery Polkovnichenko , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Valery
Middle Name:
Last Name: Polkovnichenko
Suffix:

RePEc Short-ID: ppo46

Email:
Homepage:
http://www.utdallas.edu/~polkovn
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

|
Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Alex Michaelides & Francisco Gomes & Valery Polkovnichenko, 2006. "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," Computing in Economics and Finance 2006 23, Society for Computational Economics.
    Other versions:

  2. Francisco Gomes & Alex Michaelides & Valery Polkovnichenko, 2004. "(UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts," FMG Discussion Papers dp519, Financial Markets Group. [Downloadable!] (restricted)


Articles

  1. David A. Chapman & Valery Polkovnichenko, 2009. "First-Order Risk Aversion, Heterogeneity, and Asset Market Outcomes," Journal of Finance, American Finance Association, vol. 64(4), pages 1863-1887, 08. [Downloadable!] (restricted)

  2. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Optimal Savings with Taxable and Tax-Deferred Accounts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 718-735, October. [Downloadable!] (restricted)
    Also available as:

  3. Valery Polkovnichenko, 2007. "Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20(1), pages 83-124, January. [Downloadable!] (restricted)

  4. Valery Polkovnichenko, 2005. "Household Portfolio Diversification: A Case for Rank-Dependent Preferences," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(4), pages 1467-1502. [Downloadable!] (restricted)

  5. Polkovnichenko, Valery, 2004. "Limited stock market participation and the equity premium," Finance Research Letters, Elsevier, vol. 1(1), pages 24-34, March. [Downloadable!] (restricted)

  6. Valery Polkovnichenko, 2003. "Human Capital and the Private Equity Premium," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 831-845, October. [Downloadable!] (restricted)


Software components

  1. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts"," Computer Codes 07-198, Review of Economic Dynamics. [Downloadable!]
    Published as:


NEP Fields

1 paper by this author was announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2005-06-14 Author is listed

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This page was last updated on 2009-11-28.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.