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Citations for "Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals"

by Markus K. Brunnermeier & Stefan Nagel

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  1. Kanda Naknoi & YiLi Chien, 2013. "The Risk Premium and Long-Run Global Imbalances," 2013 Meeting Papers, Society for Economic Dynamics 55, Society for Economic Dynamics.
  2. Achury, Carolina & Hubar, Sylwia & Koulovatianos, Christos, 2011. "Saving rates and portfolio choice with subsistence consumption," CFS Working Paper Series 2011/06, Center for Financial Studies (CFS).
  3. Anthony W. Lynch & Oliver Randall, 2011. "Why Surplus Consumption in the Habit Model May be Less Persistent than You Think," NBER Working Papers 16950, National Bureau of Economic Research, Inc.
  4. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
  5. Gene Amromin & Steven A. Sharpe, 2009. "Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jan.
  6. Khorunzhina, Natalia, 2013. "Structural estimation of stock market participation costs," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(12), pages 2928-2942.
  7. Giuseppe Cappelletti & Giovanni Guazzarotti & Pietro Tommasino, 2010. "The effect of age on portfolio choices: evidence form an Italian pension fund," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 768, Bank of Italy, Economic Research and International Relations Area.
  8. Campbell, John, 2006. "Household Finance," Scholarly Articles 3157877, Harvard University Department of Economics.
  9. Francesco Zanetti, 2014. "Housing and Relative Risk Aversion," Economics Series Working Papers 693, University of Oxford, Department of Economics.
  10. Siegfried K. Berninghaus & Lora Todorova & Bodo Vogt, 2011. "A Simple Questionnaire Can Change Everything - Are Strategy Choices in Coordination Games Stable?," Jena Economic Research Papers 2011-057, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  11. Darrell Duffie & Bruno Strulovici, 2011. "Capital Mobility and Asset Pricing," NBER Working Papers 17296, National Bureau of Economic Research, Inc.
  12. Carolina Achury & Sylwia Hubar & Christos Koulovatianos, 2011. "Online Appendix to "Saving Rates and Portfolio Choice with Subsistence Consumption"," Technical Appendices 10-11, Review of Economic Dynamics.
  13. Roland Olbrich & Martin F. Quaas & Andreas Haensler & Stefan Baumgaertner, 2011. "Risk preferences under heterogeneous environmental risk," Working Paper Series in Economics 208, University of Lüneburg, Institute of Economics.
  14. Giuseppe Cappelletti, 2012. "Do wealth fluctuations generate time-varying risk aversion? Italian micro-evidence on household asset allocation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 845, Bank of Italy, Economic Research and International Relations Area.
  15. Salvatore Morelli, 2014. "Banking Crises in the US: the Response of Top Income Shares in a Historical Perspective," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 359, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  16. Ulrike Malmendier & Stefan Nagel, 2011. "Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?," The Quarterly Journal of Economics, Oxford University Press, vol. 126(1), pages 373-416.
  17. Robert J. Barro & José F. Ursua, 2011. "Rare Macroeconomic Disasters," NBER Working Papers 17328, National Bureau of Economic Research, Inc.
  18. Maier, Johannes & Rüger, Maximilian, 2010. "Measuring Risk Aversion Model-Independently," Discussion Papers in Economics 11873, University of Munich, Department of Economics.
  19. Park, Beum-Jo, 2014. "Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 150-159.
  20. Stefan Zeisberger & Dennis Vrecko & Thomas Langer, 2012. "Measuring the time stability of Prospect Theory preferences," Theory and Decision, Springer, Springer, vol. 72(3), pages 359-386, March.
  21. Steffensen, Mogens, 2011. "Optimal consumption and investment under time-varying relative risk aversion," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(5), pages 659-667, May.
  22. Lora R. Todorova & Siegfried K. Berninghaus & Bodo Vogt, 2011. "A Simple Questionnaire Can Change Everything - Are Strategy Choices in Coordination Games Stable?," FEMM Working Papers 110019, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  23. Nielsen, Thea & Zeller, Manfred, 2013. "The Impact of Shocks on Risk Preference Changes between Seasons for Smallholder Farmers in Vietnam," 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 156101, German Association of Agricultural Economists (GEWISOLA).
  24. Campbell, John & Calvert, Lauren E. & Sodini, Paolo, 2009. "Fight or Flight? Portfolio Rebalancing by Individual Investors," Scholarly Articles 2617031, Harvard University Department of Economics.
  25. Berninghaus, Siegfried K. & Todorova, Lora & Vogt, Bodo, 2011. "A simple questionnaire can change everything: Are strategy choices in coordination games stable?," Working Paper Series in Economics 37, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  26. Zvi Bodie & J�r�me Detemple & Marcel Rindisbacher, 2009. "Life-Cycle Finance and the Design of Pension Plans," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 249-286, November.