-
1
-
-
0003007882
-
Asset prices under habit formation and catching up with the joneses
-
Abel, Andrew B. 1990. "Asset Prices under Habit Formation and Catching up with the Joneses." American Economic Review, 80(2): 38-42.
-
(1990)
American Economic Review
, vol.80
, Issue.2
, pp. 38-42
-
-
Abel, A.B.1
-
2
-
-
2942709873
-
Portfolio choice and trading in a large 401(k) plan
-
Agnew, Julie, Pierluigi Balduzzi, and Annika Sunden. 2003. "Portfolio Choice and Trading in a Large 401(K) Plan." American Economic Review, 93(1): 193-215.
-
(2003)
American Economic Review
, vol.93
, Issue.1
, pp. 193-215
-
-
Agnew, J.1
Balduzzi, P.2
Sunden, A.3
-
4
-
-
0029799404
-
The spirit of capitalism and stock-market prices
-
Bakshi, Gurdip S., and Zhiwu Chen. 1996. "The Spirit of Capitalism and Stock-Market Prices." American Economic Review, 86(1): 133-157
-
(1996)
American Economic Review
, vol.86
, Issue.1
, pp. 133-157
-
-
Bakshi, G.S.1
Chen, Z.2
-
5
-
-
0001099198
-
Preference parameters and behavioral heterogeneity: An experimental approach in the health and retirement study
-
Barsky, Robert B., F. Thomas Juster, Miles S. Kimball, and Matthew D. Shapiro. 1997. Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study. Quarterly Journal of Economics, 112(2): 537-579 (Pubitemid 127344013)
-
(1997)
Quarterly Journal of Economics
, vol.112
, Issue.2
, pp. 537-579
-
-
Barsky, R.B.1
Juster, F.T.2
Kimball, M.S.3
Shapiro, M.D.4
-
7
-
-
0001097029
-
Habit persistence, asset returns, and the business cycle
-
Boldrin, Michele, Lawrence J. Christiano, and Jonas D. M. Fisher. 2001. "Habit Persistence, Asset Returns, and the Business Cycle." American Economic Review, 91(1): 149-166
-
(2001)
American Economic Review
, vol.91
, Issue.1
, pp. 149-166
-
-
Boldrin, M.1
Christiano, L.J.2
Jonas, D.3
Fisher, M.4
-
8
-
-
79956079841
-
Do wealth fluctuations generate time-varying risk aversion? Micro-evidence on individuals' asset allocation
-
Brunnermeier, Markus K., and Stefan Nagel. 2006. "Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation." National Bureau of Economic Research Working Paper 12809.
-
(2006)
National Bureau of Economic Research Working Paper 12809
-
-
Brunnermeier, M.K.1
Nagel, S.2
-
9
-
-
0032771542
-
By force of habit: A consumption-based explanation of aggregate stock market behavior
-
Campbell, John Y., and John H. Cochrane. 1999. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior." Journal of Political Economy, 107(2): 205-251
-
(1999)
Journal of Political Economy
, vol.107
, Issue.2
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.H.2
-
10
-
-
0038969196
-
Buffer-stock saving and the life cycle/permanent income hypothesis
-
Carroll, Christopher D. 1997. "Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis." Quarterly Journal of Economics, 112(1): 1-55.
-
(1997)
Quarterly Journal of Economics
, vol.112
, Issue.1
, pp. 1-55
-
-
Carroll, C.D.1
-
11
-
-
70350118398
-
Panel data
-
ed. Zvi Griliches and Michael D. Intriligator, Amsterdam: North-Holland
-
Chamberlain, Gary. 1984. "Panel Data." In Handbook of Econometrics, Vol.2, ed. Zvi Griliches and Michael D. Intriligator, 1247-1318. Amsterdam: North-Holland.
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 1247-1318
-
-
Chamberlain, G.1
-
13
-
-
25844509862
-
Portfolio choice in the presence of housing
-
Cocco, Joao F. 2005. "Portfolio Choice in the Presence of Housing." Review of Financial Studies, 18(2): 535-567
-
(2005)
Review of Financial Studies
, vol.18
, Issue.2
, pp. 535-567
-
-
Cocco, J.F.1
-
14
-
-
25844520759
-
Consumption and portfolio choice over the life cycle
-
DOI 10.1093/rfs/hhi017
-
Cocco, Joao F., Francisco J. Gomes, and Pascal J. Maenhout. 2005. "Consumption and Portfolio Choice over the Life Cycle." Review of Financial Studies, 18(2): 491-533. (Pubitemid 41389279)
-
(2005)
Review of Financial Studies
, vol.18
, Issue.2
, pp. 491-533
-
-
Cocco, J.F.1
Gomes, F.J.2
Maenhout, P.J.3
-
15
-
-
84935322716
-
Habit formation: A resolution of the equity premium puzzle
-
Constantinides, George M. 1990. "Habit Formation: A Resolution of the Equity Premium Puzzle." Journal of Political Economy, 98(3): 519-543
-
(1990)
Journal of Political Economy
, vol.98
, Issue.3
, pp. 519-543
-
-
Constantinides, G.M.1
-
18
-
-
0000393708
-
Habit formation in consumer preferences: Evidence from panel data
-
Dynan, Karen E. 2000. "Habit Formation in Consumer Preferences: Evidence from Panel Data." American Economic Review, 90(3): 391-406.
-
(2000)
American Economic Review
, vol.90
, Issue.3
, pp. 391-406
-
-
Dynan, K.E.1
-
19
-
-
0042674119
-
Portfolio choice in the presence of personal illiquid projects
-
Faig, Miquel, and Pauline Shum. 2002. "Portfolio Choice in the Presence of Personal Illiquid Projects." Journal of Finance, 57(1): 303-328
-
(2002)
Journal of Finance
, vol.57
, Issue.1
, pp. 303-328
-
-
Faig, M.1
Shum, P.2
-
20
-
-
0030367193
-
Risk vulnerability and the tempering effect of background risk
-
Gollier, Christian, and John W. Pratt. 1996. "Risk Vulnerability and the Tempering Effect of Background Risk." Econometrica, 64(5): 1109-1123
-
(1996)
Econometrica
, vol.64
, Issue.5
, pp. 1109-1123
-
-
Gollier, C.1
Pratt, J.W.2
-
21
-
-
0242508471
-
Portfolio choice with internal habit formation: A life-cycle model with uninsurable labor income risk
-
Gomes, Francisco, and Alexander Michaelides. 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labor Income Risk." Review of Economic Dynamics, 6(4): 729-766
-
(2003)
Review of Economic Dynamics
, vol.6
, Issue.4
, pp. 729-766
-
-
Gomes, F.1
Michaelides, A.2
-
22
-
-
16244407145
-
Optimal life-cycle asset allocation: Understanding the empirical evidence
-
Gomes, Francisco, and Alexander Michaelides. 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence." Journal of Finance, 60(2): 869-904.
-
(2005)
Journal of Finance
, vol.60
, Issue.2
, pp. 869-904
-
-
Gomes, F.1
Michaelides, A.2
-
23
-
-
0037390757
-
Household stockholding in Europe: Where do we stand and where do we go?
-
Guiso, Luigi, Michael Haliassos, and Tullio Jappelli. 2003. "Household Stockholding in Europe: Where Do We Stand and Where Do We Go?" Economic Policy, (36): 123-164
-
(2003)
Economic Policy
, vol.36
, pp. 123-164
-
-
Guiso, L.1
Michael, H.2
Jappelli, T.3
-
24
-
-
0029545258
-
Why do so few hold stocks?
-
Haliassos, Michael, and Carol C. Bertaut. 1995. "Why Do So Few Hold Stocks?" Economic Journal, 105(432): 1110-1129
-
(1995)
Economic Journal
, vol.105
, Issue.432
, pp. 1110-1129
-
-
Haliassos, M.1
Bertaut, C.C.2
-
25
-
-
0031350833
-
Market frictions, savings behavior, and portfolio choice
-
Heaton, John, and Deborah Lucas. 1997. "Market Frictions, Savings Behavior, and Portfolio Choice." Macroeconomic Dynamics, 1(1): 76-101.
-
(1997)
Macroeconomic Dynamics
, vol.1
, Issue.1
, pp. 76-101
-
-
Heaton, J.1
Lucas, D.2
-
26
-
-
0005495431
-
Portfolio choice and asset prices: The importance of entrepreneurial risk
-
Heaton, John, and Deborah Lucas. 2000. "Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk." Journal of Finance, 55(3): 1163-1198
-
(2000)
Journal of Finance
, vol.55
, Issue.3
, pp. 1163-1198
-
-
Heaton, J.1
Lucas, D.2
-
27
-
-
23944498034
-
Performance and employer stock in 401(k) plans
-
Huberman, Gur, and Paul Sengmueller. 2004. "Performance and Employer Stock in 401(K) Plans." Review of Finance, 8(3): 403-443
-
(2004)
Review of Finance
, vol.8
, Issue.3
, pp. 403-443
-
-
Huberman, G.1
Sengmueller, P.2
-
28
-
-
0000278184
-
Asset pricing in production economies
-
Jermann, Urban J. 1998. "Asset Pricing in Production Economies." Journal of Monetary Economics, 41(2): 257-275
-
(1998)
Journal of Monetary Economics
, vol.41
, Issue.2
, pp. 257-275
-
-
Jermann, U.J.1
-
29
-
-
0000591512
-
The measurement and structure of household wealth
-
Juster, F. Thomas, James P. Smith, and Frank Stafford. 1999. "The Measurement and Structure of Household Wealth." Labour Economics, 6(2): 253-275
-
(1999)
Labour Economics
, vol.6
, Issue.2
, pp. 253-275
-
-
Juster, F.T.1
Smith, J.P.2
Stafford, F.3
-
31
-
-
0002874783
-
The consumption of stockholders and nonstockholders
-
Mankiw, N. Gregory, and Stephen Zeldes. 1991. "The Consumption of Stockholders and Nonstockholders." Journal of Financial Economics, 29(1): 97-112.
-
(1991)
Journal of Financial Economics
, vol.29
, Issue.1
, pp. 97-112
-
-
Mankiw, N.G.1
Zeldes, S.2
-
32
-
-
0042388484
-
Exploring the health-wealth nexus
-
Meer, Jonathan, Douglas L. Miller, and Harvey S. Rosen. 2003. "Exploring the Health-Wealth Nexus." Journal of Health Economics, 22(5): 713-730
-
(2003)
Journal of Health Economics
, vol.22
, Issue.5
, pp. 713-730
-
-
Meer, J.1
Miller, D.L.2
Rosen, H.S.3
-
33
-
-
66149190796
-
The equity premium in retrospect
-
ed. George M. Constantinides, Milton Harris, and Rene Stulz, Amsterdam: Elsevier Science, North-Holland
-
Mehra, Rajnish, and Edward C. Prescott. 2003. "The Equity Premium in Retrospect." In Handbook of the Economics of Finance. Vol.1B. ed. George M. Constantinides, Milton Harris, and Rene Stulz, 889-938. Amsterdam: Elsevier Science, North-Holland.
-
(2003)
Handbook of the Economics of Finance
, vol.1 B
, pp. 889-938
-
-
Mehra, R.1
Prescott, E.C.2
-
34
-
-
0141718527
-
A conditional likelihood ratio test for structural models
-
Moreira, Marcelo J. 2003. "A Conditional Likelihood Ratio Test for Structural Models." Econometrica, 71(4): 1027-1048
-
(2003)
Econometrica
, vol.71
, Issue.4
, pp. 1027-1048
-
-
Moreira, M.J.1
-
35
-
-
0010104544
-
Are investors reluctant to realize their losses?
-
Odean, Terrance. 1998. "Are Investors Reluctant to Realize Their Losses?" Journal of Finance, 53(5): 1775-1798
-
(1998)
Journal of Finance
, vol.53
, Issue.5
, pp. 1775-1798
-
-
Odean, T.1
-
38
-
-
0000314743
-
Lifetime portfolio selection by dynamic stochastic programming
-
Samuelson, Paul A. 1969. "Lifetime Portfolio Selection by Dynamic Stochastic Programming." Review of Economics and Statistics, 51(3): 239-246
-
(1969)
Review of Economics and Statistics
, vol.51
, Issue.3
, pp. 239-246
-
-
Samuelson, P.A.1
-
40
-
-
0346307687
-
Instrumental variables regression with weak instruments
-
Staiger, Douglas, and James H. Stock. 1997. "Instrumental Variables Regression with Weak Instruments." Econometrica, 65(3): 557-586 (Pubitemid 127466159)
-
(1997)
Econometrica
, vol.65
, Issue.3
, pp. 557-586
-
-
Staiger, D.1
Stock, J.H.2
-
41
-
-
84926100534
-
Testing for weak instruments in linear IV regression
-
ed. Donald W. K. Andrews and James H. Stock, New York: Cambridge University Press
-
Stock, James H., and Motohiro Yogo. 2005. "Testing for Weak Instruments in Linear IV Regression." In Identification and Inference for Econometric Models, ed. Donald W. K. Andrews and James H. Stock, 80-108. New York: Cambridge University Press.
-
(2005)
Identification and Inference for Econometric Models
, pp. 80-108
-
-
Stock, J.H.1
Yogo, M.2
-
42
-
-
48949087359
-
Towards an explanation of household portfolio choice heterogeneity: Nonfinancial income and participation cost structures
-
Vissing-Jorgensen, Annette. 2002. "Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures," National Bureau of Economic Research Working Paper 8884.
-
(2002)
National Bureau of Economic Research Working Paper 8884
-
-
Vissing-Jorgensen, A.1
-
43
-
-
12344264177
-
Optimal consumption and portfolio choices with risky housing and borrowing constraints
-
Yao, Rui, and Harold H. Zhang. 2005. "Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints." Review of Financial Studies, 18(1): 197-239.
-
(2005)
Review of Financial Studies
, vol.18
, Issue.1
, pp. 197-239
-
-
Yao, R.1
Zhang, H.H.2
-
44
-
-
2942757485
-
Optimal consumption with stochastic income: Deviations from certainty equivalence
-
Zeldes, Stephen P. 1989. "Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence." Quarterly Journal of Economics, 104(2): 275-298
-
(1989)
Quarterly Journal of Economics
, vol.104
, Issue.2
, pp. 275-298
-
-
Zeldes, S.P.1
|