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Citations for "The Demand for Risky Assets"

by Friend, Irwin & Blume, Marshall E

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  1. Laseen, S., 2000. "Nominal Wage Contracts, Aggregate and Firm-Specific Uncertainty - How High Is the Private Gain From Indexation?," Papers 2000:11, Uppsala - Working Paper Series.
  2. Friedman, Benjamin M & Kuttner, Kenneth N, 1992. "Time-Varying Risk Perceptions and the Pricing of Risky Assets," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 566-98, October.
  3. Ait-Sahalia, Yacine & Lo, Andrew W., 2000. "Nonparametric risk management and implied risk aversion," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 9-51.
  4. Christopher Armstrong & David Larcker & Che-Lin Su, 2007. "Stock Options and Chief Executive Compensation," Discussion Papers 1447, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  5. Johansson-Stenman, Olof & Sterner, Thomas, 2011. "Discounting and Relative Consumption," Discussion Papers dp-11-38, Resources For the Future.
  6. Jeffrey A. Frankel and William T. Dickens., 1983. "Are Asset-Demand Functions Determined by CAPM?," Research Program in Finance Working Papers 140, University of California at Berkeley.
  7. Conniffe, Denis & O'Neill, Donal, 2012. "An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion," IZA Discussion Papers 6877, Institute for the Study of Labor (IZA).
  8. Masao Ogaki & Qiang Zhang, 2000. "Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion," Working Papers 00-02, Ohio State University, Department of Economics.
  9. Li, Chenguang & Sexton, Richard J., 2009. "Impacts of Retailers’ Pricing Strategies for Produce Commodities on Farmer Welfare," 2009 Conference, August 16-22, 2009, Beijing, China 51720, International Association of Agricultural Economists.
  10. Eckwert, Bernhard, 1996. "Equilibrium term structure relations of risky assets in incomplete markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 327-346.
  11. Paul Makdissi & Quentin Wodon, 2002. "Can Safety Nets Offset the Impact of Risk on Wage Inequality and Social Welfare?," Cahiers de recherche 02-08, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke, revised 2002.
  12. Nataliya Barasinska & Dorothea Schäfer & Andreas Stephan, 2008. "Financial Risk Aversion and Household Asset Diversification," Discussion Papers of DIW Berlin 807, DIW Berlin, German Institute for Economic Research.
  13. Kollman, R., 1996. "The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation," Cahiers de recherche 9614, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  14. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.
  15. Anna Conte & Peter G. Moffatt & Fabrizio Botti & Daniela T. Di Cagno & Carlo D'Ippoliti, 2009. "A Test of the Rational Expectations Hypothesis using data from a Natural Experiment," Jena Economic Research Papers 2009-104, Friedrich-Schiller-University Jena.
  16. Christian Klein & Dennis Kundisch, 2008. "Indexzertifikat oder ETF? Eine entscheidungstheoretische Analyse," Metrika- International Journal for Theoretical and Applied Statistics, Springer, vol. 19(3), pages 353-370, December.
  17. Miles S. Kimball, 1990. "Precautionary Saving and the Marginal Propensity to Consume," NBER Working Papers 3403, National Bureau of Economic Research, Inc.
  18. Paul MAKDISSI & Quentin WODON & Guillermo Cruces, 2003. "Poverty Measurement Under Risk Aversion Using Panel Data," Cahiers de recherche 03-06, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  19. Nakamoto, Yasuhiro, 2015. "Heterogeneous EIS and Wealth Distribution in a Neoclassical Growth Model," MPRA Paper 67026, University Library of Munich, Germany.
  20. Calvet, Laurent E. & Sodini, Paolo, 2013. "Twin picks: Disentangling the determinants of risk-taking in household portfolios," SAFE Working Paper Series 13, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  21. Grossman, Sanford J & Shiller, Robert J, 1981. "The Determinants of the Variability of Stock Market Prices," American Economic Review, American Economic Association, vol. 71(2), pages 222-27, May.
  22. Hou, Yang & Li, Steven, 2014. "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 319-337.
  23. Morten O. Ravn, 2006. "The Consumption-Tightness Puzzle," NBER Working Papers 12421, National Bureau of Economic Research, Inc.
  24. Zvi Bodie & Alex Kane & Robert L. McDonald, 1983. "Why Are Real Interest Rates So High?," NBER Working Papers 1141, National Bureau of Economic Research, Inc.
  25. Bajtelsmit, Vickie L. & Bernasek, Alexandra & Jianakoplos, Nancy A., 1999. "Gender differences in defined contribution pension decisions," Financial Services Review, Elsevier, vol. 8(1), pages 1-10.
  26. Kandel, Shmuel & Stambaugh, Robert F., 1991. "Asset returns and intertemporal preferences," Journal of Monetary Economics, Elsevier, vol. 27(1), pages 39-71, February.
  27. Jonathan Eaton & Harvey S. Rosen, 1979. "Notes on Optimal Wage Taxation and Uncertainty," NBER Working Papers 0388, National Bureau of Economic Research, Inc.
  28. Sasaki, Shunichiro & Xie, Shiyu & Ohtake, Fumio & Qin, Jie & Tsutsui, Yoshiro, 2008. "Experiments on risk attitude: The case of Chinese students," China Economic Review, Elsevier, vol. 19(2), pages 245-259, June.
  29. Botti Fabrizio & Conte Anna & Di Cagno Daniela Teresa & D'Ippoliti Carlo, 2008. "Risk Attitude in Real Decision Problems," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-32, March.
  30. Brennan, Michael & Xia, Yihong, 1997. "Stock Price Volatility, Learning, and the Equity Premium," University of California at Los Angeles, Anderson Graduate School of Management qt3zw2w634, Anderson Graduate School of Management, UCLA.
  31. John Y. Campbell, 1992. "Intertemporal Asset Pricing Without Consumption Data," NBER Working Papers 3989, National Bureau of Economic Research, Inc.
  32. Hardouvelis, Gikas A. & Kim, Dongcheol & Wizman, Thierry A., 1996. "Asset pricing models with and without consumption data: An empirical evaluation," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 267-301, September.
  33. George M. Constantinides, 2002. "Rational Asset Prices," NBER Working Papers 8826, National Bureau of Economic Research, Inc.
  34. Rui Castro & Claudio Campanale & Gian Luca Clementi, 2007. "Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences," 2007 Meeting Papers 503, Society for Economic Dynamics.
  35. Bucciol, Alessandro & Zarri, Luca, 2015. "The shadow of the past: Financial risk taking and negative life events," Journal of Economic Psychology, Elsevier, vol. 48(C), pages 1-16.
  36. Thomas J. Flavin, 2006. "How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds," Economics, Finance and Accounting Department Working Paper Series n1630206, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  37. Stefano Athanasoulis & Eric Van Wincoop, 1997. "Growth uncertainty and risksharing," Staff Reports 30, Federal Reserve Bank of New York.
  38. Robert J. Shiller, 1993. "Aggregate Income Risks and Hedging Mechanisms," Cowles Foundation Discussion Papers 1048, Cowles Foundation for Research in Economics, Yale University.
  39. Zvi Bodie & Alex Kane & Robert L. McDonald, 1983. "Inflation and the Role of Bonds in Investor Portfolios," NBER Working Papers 1091, National Bureau of Economic Research, Inc.
  40. Levich, Richard M. & Potì, Valerio, 2015. "Predictability and ‘good deals’ in currency markets," International Journal of Forecasting, Elsevier, vol. 31(2), pages 454-472.
  41. Alessandro Bucciol & Luca Zarri, 2013. "Financial Risk Aversion and Personal Life History," Working Papers 05/2013, University of Verona, Department of Economics.
  42. Karl Ove Moene & Michael Wallerstein, 2001. "Targeting and political support for welfare spending," Economics of Governance, Springer, vol. 2(1), pages 3-24, 03.
  43. M. Kabir Hassan & Dr. Shari Lawrence, 2007. "An Analysis of Financial Preparation for Retirement," NFI Working Papers 2007-WP-08, Indiana State University, Scott College of Business, Networks Financial Institute.
  44. Yoshihiko Uchida & Daisuke Yoshikawa, 2014. "A Pricing Theory under a Finite Number of Securities Issued: A Synthesis of "Market Microstructure" and "Mathematical Finance"," IMES Discussion Paper Series 14-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
  45. Martin D. Evans & Paul Wachtel, 1990. "A Modern Look At Asset Pricing and Short-Term Interest Rates," NBER Working Papers 3245, National Bureau of Economic Research, Inc.
  46. Stafano Athanasoulis & Eric van Wincoop, 1998. "Risksharing within the United States: what have financial markets and fiscal federalism accomplished?," Research Paper 9808, Federal Reserve Bank of New York.
  47. Ravi Kashyap, 2016. "Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything," Papers 1604.04872, arXiv.org, revised May 2016.
  48. Robert S. Pindyck, 1983. "Risk, Inflation, and the Stock Market," NBER Working Papers 1186, National Bureau of Economic Research, Inc.
  49. Smith, William T., 1996. "Taxes, uncertainty, and long-term growth," European Economic Review, Elsevier, vol. 40(8), pages 1647-1664, November.
  50. Smith, William & Son, Young Seob, 2005. "Can the desire to conserve our natural resources be self-defeating?," Journal of Environmental Economics and Management, Elsevier, vol. 49(1), pages 52-67, January.
  51. Nancy Jianakoplos & Alexandra Bernasek, 2008. "Family Financial Risk Taking When the Wife Earns More," Journal of Family and Economic Issues, Springer, vol. 29(2), pages 289-306, June.
  52. Dehejia, Rajeev H., 2005. "Program evaluation as a decision problem," Journal of Econometrics, Elsevier, vol. 125(1-2), pages 141-173.
  53. Fischer Black, 1989. "Equilibrium Exchange Rate Hedging," NBER Working Papers 2947, National Bureau of Economic Research, Inc.
  54. Moore, Kristen S., 2009. "Optimal surrender strategies for equity-indexed annuity investors," Insurance: Mathematics and Economics, Elsevier, vol. 44(1), pages 1-18, February.
  55. Tanaka, Hiroatsu & Baba, Naohiko, 2004. "Optimal Timing in Trading Japanese Equity Mutual Funds: Theory and Evidence," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 91-121, March.
  56. Meyer, Donald J. & Meyer, Jack, 2005. "Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1497-1515, November.
  57. Hens, Thorsten & Reimann, Stefan & Vogt, Bodo, 2004. "Nash competitive equilibria and two-period fund separation," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 321-346, June.
  58. Robert Miguel W. K. Kollman, 1999. "Explaining International Comovements of Output and Asset Returns; The Role of Money and Nominal Rigidities," IMF Working Papers 99/84, International Monetary Fund.
  59. Acharya, Viral V & Pedersen, Lasse Heje, 2004. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 4718, C.E.P.R. Discussion Papers.
  60. Luis J. Imedio-Olmedo & Encarnación Macarena Parrado-Gallardo & M.Dolores. Sarrión, 1999. "La tarifa del IRPF y el principio de igualdad de sacrificio," Investigaciones Economicas, Fundación SEPI, vol. 23(2), pages 281-299, May.
  61. Alan M. Garber & Charles E. Phelps, 1992. "Economic Foundations of Cost Effective Analysis," NBER Working Papers 4164, National Bureau of Economic Research, Inc.
  62. van Wincoop, Eric, 1999. "How big are potential welfare gains from international risksharing?," Journal of International Economics, Elsevier, vol. 47(1), pages 109-135, February.
  63. Benjamin M. Friedman, 1985. "Crowding Out or Crowding In? Evidence on Debt-Equity Substitutability," NBER Working Papers 1565, National Bureau of Economic Research, Inc.
  64. Greg Hannsgen, 2007. "Are the Costs of the Business Cycle 'Trivially Small'?," Economics Working Paper Archive wp_492, Levy Economics Institute.
  65. Joshua Graff Zivin, 2001. "Cost-effectiveness analysis with risk aversion," Health Economics, John Wiley & Sons, Ltd., vol. 10(6), pages 499-508.
  66. Fischer Black, 1989. "Mean Reversion and Consumption Smoothing," NBER Working Papers 2946, National Bureau of Economic Research, Inc.
  67. R. Glenn Hubbard & Kenneth L. Judd, 1985. "Social Security and Individual Welfare: Precautionary Saving, LiquidityConstraints, and the Payroll Tax," NBER Working Papers 1736, National Bureau of Economic Research, Inc.
  68. James Kung, 2008. "Dynamic strategies for fixed-income investment," Applied Economics, Taylor & Francis Journals, vol. 40(10), pages 1341-1354.
  69. Campbell, John Y, 1996. "Understanding Risk and Return," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 298-345, April.
  70. Robert Kollmann, 1996. "Incomplete asset markets and the cross-country consumption correlation puzzle," ULB Institutional Repository 2013/7640, ULB -- Universite Libre de Bruxelles.
  71. Paul Oyer & Scott Schaefer, 2004. "Why Do Some Firms Give Stock Options to All Employees?: An Empirical Examination of Alternative Theories," NBER Working Papers 10222, National Bureau of Economic Research, Inc.
  72. Garber, Alan M. & Phelps, Charles E., 1997. "Economic foundations of cost-effectiveness analysis," Journal of Health Economics, Elsevier, vol. 16(1), pages 1-31, February.
  73. Kahana, Nava & Klunover, Doron, 2014. "Rent seeking and the excess burden of taxation," European Journal of Political Economy, Elsevier, vol. 35(C), pages 158-167.
  74. Desmet, Klaus & Le Breton, Michel & Ortuno-Ortin, Ignacio, 2006. "Nation Formation and Genetic Diversity," IDEI Working Papers 133, Institut d'Économie Industrielle (IDEI), Toulouse.
  75. Henri Loubergé & Richard Watt, 2006. "Insuring a risky investment project," Swiss Finance Institute Research Paper Series 06-25, Swiss Finance Institute.
  76. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008. "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1941-1953, September.
  77. Simon Benninga & Uri M. Possen, 1991. "The economics of crowding out," Finnish Economic Papers, Finnish Economic Association, vol. 4(1), pages 10-23, Spring.
  78. Milos Bozovic, 2015. "Equity Premium in Serbia: A Different Kind of Puzzle?," MIC 2015: Managing Sustainable Growth; Proceedings of the Joint International Conference, Portorož, Slovenia, 28–30 May 2015, University of Primorska, Faculty of Management Koper.
  79. Smith, David C., 1999. "Finite sample properties of tests of the Epstein-Zin asset pricing model," Journal of Econometrics, Elsevier, vol. 93(1), pages 113-148, November.
  80. Hongyan Fang & John R. Nofsinger, 2009. "Risk Aversion, Entrepreneurial Risk, and Portfolio Selection," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 13(2), pages 25-55, Fall.
  81. Potì, Valerio & Wang, DengLi, 2010. "The coskewness puzzle," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1827-1838, August.
  82. Pawe³ Kliber, 2016. "A puzzle of excessive equity risk premium and the case of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(1), pages 1-11, June.
  83. Kim, Se-Jik, 2004. "Bailout and conglomeration," Journal of Financial Economics, Elsevier, vol. 71(2), pages 315-347, February.
  84. Hall, Brian J. & Murphy, Kevin J., 2002. "Stock options for undiversified executives," Journal of Accounting and Economics, Elsevier, vol. 33(1), pages 3-42, February.
  85. Robert S. Pindyck, 1986. "Risk Aversion and Determinants of Stock Market Behavior," NBER Working Papers 1921, National Bureau of Economic Research, Inc.
  86. Brian Nolan, 1997. "Collecting and Using Survey Information on Household Assets: Some Lessons from Irish Experience," Papers WP086, Economic and Social Research Institute (ESRI).
  87. Guillermo Cruces & Quentin Wodon, 2007. "Risk-adjusted poverty in Argentina: measurement and determinants," Journal of Development Studies, Taylor & Francis Journals, vol. 43(7), pages 1189-1214.
  88. Gandelman, Nestor & Hernandez-Murillo, Ruben, 2014. "Risk Aversion at the Country Level," Working Papers 2014-5, Federal Reserve Bank of St. Louis.
  89. Jonathan S. Skinner, 1986. "The Welfare Cost of Uncertain Tax Policy," NBER Working Papers 1947, National Bureau of Economic Research, Inc.
  90. Marcello Pericoli & Massimo Sbracia, 2006. "The CAPM and the risk appetite index; theoretical differences and empirical similarities," Temi di discussione (Economic working papers) 586, Bank of Italy, Economic Research and International Relations Area.
  91. repec:crs:ecosta:es374-375c is not listed on IDEAS
  92. Andrea Atencio & Darwin Cortés & Juan Gallego, 2015. "Gender differences on sexual behavior and school inputs: evidence from Bogota," DOCUMENTOS DE TRABAJO 012437, UNIVERSIDAD DEL ROSARIO.
  93. Chan, K. C. & Karolyi, G. Andrew & Stulz, ReneM., 1992. "Global financial markets and the risk premium on U.S. equity," Journal of Financial Economics, Elsevier, vol. 32(2), pages 137-167, October.
  94. Marey, Philip S., 2004. "Exchange rate expectations: controlled experiments with artificial traders," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 283-304, March.
  95. Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010. "Nature or Nurture: What Determines Investor Behavior?," SIFR Research Report Series 72, Institute for Financial Research.
  96. Tomek Katzur & Laura Spierdijk, 2013. "Stock returns and inflation risk: economic versus statistical evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 23(13), pages 1123-1136, July.
  97. Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Implicit Risk Preference," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1235-1250, November.
  98. Haim Kedar-Levy, 2002. "Price Bubbles of New-Technology IPOs," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 7(2), pages 11-32, Summer.
  99. repec:zbw:iwhdps:11-15 is not listed on IDEAS
  100. Arnt O. Hopland & Egil Matsen & Bjarne Strøm, 2013. "Income and choice under risk," Working Paper Series 14313, Department of Economics, Norwegian University of Science and Technology.
  101. D'Ecclesia, Rita L. & Zenios, Stavros A., 2005. "Estimation of asset demands by heterogeneous agents," European Journal of Operational Research, Elsevier, vol. 161(2), pages 386-398, March.
  102. Rossignol, Stephane & Taugourdeau, Emmanuelle, 2004. "Social insurance with representative democracy," Economics Letters, Elsevier, vol. 82(1), pages 127-134, January.
  103. Botti, Fabrizio & Conte, Anna & Di Cagno, Daniela & D'Ippoliti, Carlo, 2009. "Lab and framed lab versus natural experiments: Evidence from a risky choice experiment," Research in Economics, Elsevier, vol. 63(4), pages 282-295, December.
  104. Peter P. Wakker, 2008. "Explaining the characteristics of the power (CRRA) utility family," Health Economics, John Wiley & Sons, Ltd., vol. 17(12), pages 1329-1344.
  105. Edward C. Prescott, 1986. "Theory ahead of business cycle measurement," Staff Report 102, Federal Reserve Bank of Minneapolis.
  106. Skinner, Jonathan, 1988. "Risky income, life cycle consumption, and precautionary savings," Journal of Monetary Economics, Elsevier, vol. 22(2), pages 237-255, September.
  107. Benjamin M. Friedman, 1985. "The Substitutability of Debt and Equity Securities," NBER Chapters, in: Corporate Capital Structures in the United States, pages 197-238 National Bureau of Economic Research, Inc.
  108. Nizamettin Bayyurt & Vildan Karisik & Ali Coskun, 2013. "Gender Differences in Investment Preferences," European Journal of Economic and Political Studies, Fatih University, vol. 6(1), pages 71-83.
  109. Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos, 2004. "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos de Trabajo del ICAE 0411, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  110. Berling, Peter, 2008. "Real options valuation principle in the multi-period base-stock problem," Omega, Elsevier, vol. 36(6), pages 1086-1095, December.
  111. John Heaton & Deborah Lucas, 2000. "Stock Prices and Fundamentals," NBER Chapters, in: NBER Macroeconomics Annual 1999, Volume 14, pages 213-264 National Bureau of Economic Research, Inc.
  112. Liu, Desu, 2012. "Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level," Economics Letters, Elsevier, vol. 117(1), pages 250-252.
  113. Benjamin M. Friedman & Mark Warshawsky, 1985. "The Cost of Annuities: Implications for Saving Behavior and Bequests," NBER Working Papers 1682, National Bureau of Economic Research, Inc.
  114. Karen E. Dynan & Dean M. Maki, 2001. "Does stock market wealth matter for consumption?," Finance and Economics Discussion Series 2001-23, Board of Governors of the Federal Reserve System (U.S.).
  115. Chaigneau, Pierre, 2013. "Explaining the structure of CEO incentive pay with decreasing relative risk aversion," Journal of Economics and Business, Elsevier, vol. 67(C), pages 4-23.
  116. Sheshinski, Eytan & Murtin, Fabrice & de Menil, Georges & T. Yokossi, Murtin, 2016. "A Rational Economic Model of Paygo Tax Rates," MPRA Paper 72034, University Library of Munich, Germany.
  117. Ågren, Martin, 2005. "Myopic Loss Aversion, the Equity Premium Puzzle, and GARCH," Working Paper Series 2005:11, Uppsala University, Department of Economics.
  118. Alma Cohen & Liran Einav, 2007. "Estimating Risk Preferences from Deductible Choice," American Economic Review, American Economic Association, vol. 97(3), pages 745-788, June.
  119. Robert Kollmann, 1998. "U.S. trade balance dynamics: the role of fiscal policy and productivity shocks and of financial market linkages," ULB Institutional Repository 2013/7634, ULB -- Universite Libre de Bruxelles.
  120. Hibbert, Ann Marie & Lawrence, Edward R. & Prakash, Arun J., 2013. "Does knowledge of finance mitigate the gender difference in financial risk-aversion?," Global Finance Journal, Elsevier, vol. 24(2), pages 140-152.
  121. Gürtler, Marc & Hartmann, Nora, 2004. "The equity premium puzzle and emotional asset pricing," Working Papers FW10V3, Technische Universität Braunschweig, Institute of Finance.
  122. Chow, Kong Wing & Wong, Kit Pong, 1999. "Comment: further sufficient conditions for an inverse relationship between productivity and employment," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(4), pages 565-571.
  123. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, vol. 75(1), pages 43-57, July.
  124. Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010. "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, vol. 13(4), pages 422-447, November.
  125. Luc Arrondel & André Masson & Daniel Verger, 2004. "De la théorie à une enquête méthodologique originale," Économie et Statistique, Programme National Persée, vol. 374(1), pages 21-51.
  126. Booij, Adam S. & van de Kuilen, Gijs, 2009. "A parameter-free analysis of the utility of money for the general population under prospect theory," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 651-666, August.
  127. Zakamouline, Valeri & Koekebakker, Steen, 2009. "Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1242-1254, July.
  128. Paul Makdissi & Quentin Wodon, 2003. "Risk-adjusted measures of wage inequality and safety nets," Economics Bulletin, AccessEcon, vol. 9(1), pages 1-10.
  129. Brennan, Michael J. & Xia, Yihong, 2001. "Stock price volatility and equity premium," Journal of Monetary Economics, Elsevier, vol. 47(2), pages 249-283, April.
  130. Peter Wakker & Veronika Köbberling & Christiane Schwieren, 2007. "Prospect-theory’s Diminishing Sensitivity Versus Economics’ Intrinsic Utility of Money: How the Introduction of the Euro can be Used to Disentangle the Two Empirically," Theory and Decision, Springer, vol. 63(3), pages 205-231, November.
  131. Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare
    [The Essentials of the Analysis of Financial Time Series]
    ," MPRA Paper 67175, University Library of Munich, Germany.
  132. Robert R. Bliss & Nikolaos Panigirtzoglou, 2001. "Recovering risk aversion from options," Working Paper Series WP-01-15, Federal Reserve Bank of Chicago.
  133. Baosheng Yuan & Kan Chen, 2006. "Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(2), pages 189-214, November.
  134. Stuart Landon and Constance Smith, 2015. "Rule-Based Resource Revenue Stabilization Funds: A Welfare Comparison," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  135. Néstor Gándelman & Rubén Hernández-Murillo, 2011. "What do happiness and health satisfaction data tell us about relative risk aversion?," Working Papers 2011-039, Federal Reserve Bank of St. Louis.
  136. Ang, Andrew & Bekaert, Geert & Liu, Jun, 2005. "Why stocks may disappoint," Journal of Financial Economics, Elsevier, vol. 76(3), pages 471-508, June.
  137. Ricardo Reis, 2005. "The time-series properties of aggregate consumption: implications for the costs of fluctuations," Working Papers 134, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics.
  138. Ilaski Barañano & M. Paz Moral, 2013. "Consumption–Leisure Trade-Offs And Persistency In Business Cycles," Bulletin of Economic Research, Wiley Blackwell, vol. 65(3), pages 280-298, 07.
  139. Alessandro Bucciol & Luca Zarri, 2015. "Does Investors' Personality Influence their Portfolios?," Working Papers 03/2015, University of Verona, Department of Economics.
  140. Douglas W. Elmendorf & Miles S. Kimball, 1991. "Taxation of Labor Income and the Demand For Risky Assets," NBER Working Papers 3904, National Bureau of Economic Research, Inc.
  141. Moore, Kristen S. & Young, Virginia R., 2006. "Optimal insurance in a continuous-time model," Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 47-68, August.
  142. John H. Cochrane, 1998. "Where is the Market Going? Uncertain Facts and Novel Theories," NBER Working Papers 6207, National Bureau of Economic Research, Inc.
  143. Joel B. Slemrod, 1983. "A General Equilibrium Model of Taxation with Endogenous Financial Behavior," NBER Chapters, in: Behavioral Simulation Methods in Tax Policy Analysis, pages 427-458 National Bureau of Economic Research, Inc.
  144. Chen Peng & Feryal Erhun & Erik F. Hertzler & Karl G. Kempf, 2012. "Capacity Planning in the Semiconductor Industry: Dual-Mode Procurement with Options," Manufacturing & Service Operations Management, INFORMS, vol. 14(2), pages 170-185, April.
  145. Patric H. Hendershott & Sheng Cheng Hu, 1981. "The Allocation of Capital Between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints," NBER Working Papers 0718, National Bureau of Economic Research, Inc.
  146. Michael Donadelli & Lorenzo Prosperi, 2012. "The Equity Risk Premium: Empirical Evidence from Emerging Markets," Working Papers CASMEF 1201, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  147. Patrizia Ordine & Giuseppe Rose, 2014. "Secure Job And Risky Choices? An Analysis Of State And Wealth Dependence Of Risk Aversion Using Severance Pay Allocation," Working Papers 201407, Università della Calabria, Dipartimento di Economia, Statistica e Finanza (Ex Dipartimento di Economia e Statistica).
  148. Benjamin M. Friedman, 1986. "Implications of Government Deficits for Interest Rates, Equity Returns, and Corporate Financing," NBER Chapters, in: Financing Corporate Capital Formation, pages 67-90 National Bureau of Economic Research, Inc.
  149. Kuzmin, Evgeny, 2015. "Uncertainty Cyclicity and Projectionness," MPRA Paper 67028, University Library of Munich, Germany.
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