Paulo F. Maio
Personal Details
First Name: | Paulo |
Middle Name: | F. |
Last Name: | Maio |
Suffix: | |
RePEc Short-ID: | pma632 |
[This author has chosen not to make the email address public] | |
Affiliation
School of Business and Economics
Universidade Nova de Lisboa
Lisboa, Portugalhttp://www.novasbe.unl.pt/
RePEc:edi:feunlpt (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Paulo Maio, 2007. "ICAPM with time-varying risk aversion," Money Macro and Finance (MMF) Research Group Conference 2006 111, Money Macro and Finance Research Group.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Paulo Maio, 2007.
"ICAPM with time-varying risk aversion,"
Money Macro and Finance (MMF) Research Group Conference 2006
111, Money Macro and Finance Research Group.
Cited by:
- Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010.
"Cash flow and discount rate risk in up and down markets: What is actually priced?,"
CFS Working Paper Series
2010/20, Center for Financial Studies (CFS).
- Botshekan, Mahmoud & Kraeussl, Roman & Lucas, Andre, 2012. "Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1279-1301, December.
- Mahmoud Botshekan & Roman Kraeussl & Andre Lucas, 2010. "Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?," Tinbergen Institute Discussion Papers 10-116/2/DSF 3, Tinbergen Institute.
- Dominique Pepin, 2011. "Instabilité des comportements et cycles financiers : une relecture dans un cadre rationnel avec préférences endogènes," Working Papers hal-00960012, HAL.
- Botshekan, Mahmoud & Kräussl, Roman & Lucas, André, 2010.
"Cash flow and discount rate risk in up and down markets: What is actually priced?,"
CFS Working Paper Series
2010/20, Center for Financial Studies (CFS).
More information
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-UPT: Utility Models and Prospect Theory (1) 2007-04-09
Corrections
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