-
1
-
-
0002511454
-
The foundations of a positive theory of choice involving risk and a criticism of the postulates and axioms of the American school
-
Allais M, Hagen O., D. Reidel Publishing Co., Dordrecht, Holland
-
Allais Maurice. The foundations of a positive theory of choice involving risk and a criticism of the postulates and axioms of the American school. Expected Utility Hypothesis and the Paradox 1979, Allais MauriceHagen O., D. Reidel Publishing Co., Dordrecht, Holland
-
(1979)
Expected Utility Hypothesis and the Paradox
-
-
Allais, M.1
-
3
-
-
21244501703
-
Exotic preferences for macroeconomists
-
Gertler M, Rogoff K. in, eds, MIT Press, Cambridge, MA
-
Backus David K, Routledge Bryan R, Zin Stanley E. Exotic preferences for macroeconomists. NBER Macroeconomics Annual 2004 Vol. 19 2005, Gertler Mark, Rogoff Kenneth, in, eds, MIT Press, Cambridge, MA
-
(2005)
NBER Macroeconomics Annual 2004 Vol. 19
-
-
Backus, D.K.1
Routledge, B.R.2
Zin, S.E.3
-
4
-
-
84924428066
-
The cyclical component of U.S. asset returns
-
Working paper, Carnegie Mellon University
-
Backus David K, Routledge Bryan R, Zin Stanley E. The cyclical component of U.S. asset returns. 2008a, Working paper, Carnegie Mellon University
-
(2008)
-
-
Backus, D.K.1
Routledge, B.R.2
Zin, S.E.3
-
5
-
-
84930024571
-
Who holds risky assets
-
Working paper, Carnegie Mellon University
-
Backus David K, Routledge Bryan R, Zin Stanley E. Who holds risky assets. 2008b, Working paper, Carnegie Mellon University
-
(2008)
-
-
Backus, D.K.1
Routledge, B.R.2
Zin, S.E.3
-
6
-
-
4344674622
-
Risks for the long run: A potential resolution of asset pricing puzzles
-
Bansal Ravi, Yaron Amir. Risks for the long run: A potential resolution of asset pricing puzzles. Journal of Finance 2004, 59:1481-1509.
-
(2004)
Journal of Finance
, vol.59
, pp. 1481-1509
-
-
Bansal, R.1
Yaron, A.2
-
7
-
-
0039739798
-
Mental accounting, loss aversion, and individual stock returns
-
Barberis Nicholas, Huang Ming. Mental accounting, loss aversion, and individual stock returns. The Journal of Finance 2001, 56:1247-1292.
-
(2001)
The Journal of Finance
, vol.56
, pp. 1247-1292
-
-
Barberis, N.1
Huang, M.2
-
9
-
-
0035592442
-
Value-at-risk based risk management: Optimal policies and asset prices
-
Basak Suleyman, Shapiro Alexander. Value-at-risk based risk management: Optimal policies and asset prices. Review of Financial Studies 2001, 14:371-405.
-
(2001)
Review of Financial Studies
, vol.14
, pp. 371-405
-
-
Basak, S.1
Shapiro, A.2
-
10
-
-
0031236501
-
The implications of first-order risk aversion for asset market risk premiums
-
Bekaert Geert, Hodrick Robert J, Marshall David A. The implications of first-order risk aversion for asset market risk premiums. Journal of Monetary Economics 1997, 40:3-39.
-
(1997)
Journal of Monetary Economics
, vol.40
, pp. 3-39
-
-
Bekaert, G.1
Hodrick, R.J.2
Marshall, D.A.3
-
11
-
-
77955158974
-
Disappointment aversion, long-run risks and aggregate asset prices
-
Working paper, Getulio Vargas Foundation
-
Bonomo Marco, Garcia Rene, Meddahi Nour, Tedongap Romeo. Disappointment aversion, long-run risks and aggregate asset prices. 2009, Working paper, Getulio Vargas Foundation
-
(2009)
-
-
Bonomo, M.1
Garcia, R.2
Meddahi, N.3
Tedongap, R.4
-
12
-
-
77956771554
-
Asset prices, consumption, and the business cycle
-
Taylor JB, Woodford M., North Holland, Amsterdam
-
Campbell John Y. Asset prices, consumption, and the business cycle. Handbook of Macroeconomics Vol. 1 1999, Taylor John BWoodford Michael., North Holland, Amsterdam
-
(1999)
Handbook of Macroeconomics Vol. 1
-
-
Campbell, J.Y.1
-
13
-
-
0032771542
-
By force of habit: A consumption-based explanation of aggregate stock market behavior
-
Campbell John Y, Cochrane John H. By force of habit: A consumption-based explanation of aggregate stock market behavior. Journal of Political Economy 1999, 107:205-251.
-
(1999)
Journal of Political Economy
, vol.107
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.H.2
-
14
-
-
67349242599
-
First-order risk aversion, heterogeneity, and asset market outcomes
-
Chapman David A, Polkovnichenko Valery. First-order risk aversion, heterogeneity, and asset market outcomes. Journal of Finance 2008, 64:1863-1887.
-
(2008)
Journal of Finance
, vol.64
, pp. 1863-1887
-
-
Chapman, D.A.1
Polkovnichenko, V.2
-
15
-
-
0001627170
-
A generalization of the quasilinear mean with applications to the measurement of income inequality and decision theory resolving the Allais Paradox
-
Chew Soo Hong. A generalization of the quasilinear mean with applications to the measurement of income inequality and decision theory resolving the Allais Paradox. Econometrica 1983, 51:1065-1092.
-
(1983)
Econometrica
, vol.51
, pp. 1065-1092
-
-
Chew, S.H.1
-
16
-
-
34249968243
-
Axiomatic utility theories with the betweenness property
-
Chew Soo Hong. Axiomatic utility theories with the betweenness property. Annals of Operations Research 1989, 19:273-298.
-
(1989)
Annals of Operations Research
, vol.19
, pp. 273-298
-
-
Chew, S.H.1
-
17
-
-
0001062198
-
Three variants on the Allais Paradox
-
Conlisk John. Three variants on the Allais Paradox. American Economic Review 1989, 79:392-407.
-
(1989)
American Economic Review
, vol.79
, pp. 392-407
-
-
Conlisk, J.1
-
18
-
-
46149129172
-
An axiomatic characterization of preferences under uncertainty
-
Dekel Eddie. An axiomatic characterization of preferences under uncertainty. Journal of Economic Theory 1986, 40:304-318.
-
(1986)
Journal of Economic Theory
, vol.40
, pp. 304-318
-
-
Dekel, E.1
-
19
-
-
0000842941
-
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework
-
Epstein Larry G, Zin Stanley E. Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework. Econometrica 1989, 57:937-969.
-
(1989)
Econometrica
, vol.57
, pp. 937-969
-
-
Epstein, L.G.1
Zin, S.E.2
-
20
-
-
38249016161
-
"First-order" risk aversion and the equity premium puzzle
-
Epstein Larry G, Zin Stanley E. "First-order" risk aversion and the equity premium puzzle. Journal of Monetary Economics 1990, 26:387-407.
-
(1990)
Journal of Monetary Economics
, vol.26
, pp. 387-407
-
-
Epstein, L.G.1
Zin, S.E.2
-
22
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama Eugene F, French Kenneth R. Permanent and temporary components of stock prices. Journal of Political Economy 1988, 96:246-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.F.1
French, K.R.2
-
23
-
-
34547673305
-
Arbitrage-free bond pricing with dynamic macroeconomic models
-
Gallmeyer Michael F, Hollifield Burton, Palomino Francisco J, Zin Stanley E. Arbitrage-free bond pricing with dynamic macroeconomic models. Federal Reserve Bank of St. Louis Review 2007, 89:305-326.
-
(2007)
Federal Reserve Bank of St. Louis Review
, vol.89
, pp. 305-326
-
-
Gallmeyer, M.F.1
Hollifield, B.2
Palomino, F.J.3
Zin, S.E.4
-
24
-
-
0005651890
-
A preference regime model of null and bear markets
-
Gordon Stephen, St-Amour Pascal. A preference regime model of null and bear markets. American Economic Review 2000, 90:1019-1033.
-
(2000)
American Economic Review
, vol.90
, pp. 1019-1033
-
-
Gordon, S.1
St-Amour, P.2
-
25
-
-
0000823520
-
A theory of disappointment aversion
-
Gul Faruk. A theory of disappointment aversion. Econometrica 1991, 59:667-686.
-
(1991)
Econometrica
, vol.59
, pp. 667-686
-
-
Gul, F.1
-
28
-
-
34547262102
-
Fragile beliefs and the price of uncertainty
-
Working paper, University of Chicago
-
Hansen Lars Peter, Sargent Thomas J. Fragile beliefs and the price of uncertainty. 2008, Working paper, University of Chicago
-
(2008)
-
-
Hansen, L.P.1
Sargent, T.J.2
-
29
-
-
0000125532
-
Prospect theory: An analysis of decision under risk
-
Kahneman Daniel, Tversky Amos. Prospect theory: An analysis of decision under risk. Econometrica 1979, 47:263-292.
-
(1979)
Econometrica
, vol.47
, pp. 263-292
-
-
Kahneman, D.1
Tversky, A.2
-
30
-
-
0001072531
-
Temporal resolution of uncertainty
-
Kreps David M, Porteus Evan L. Temporal resolution of uncertainty. Econometrica 1978, 46:185-200.
-
(1978)
Econometrica
, vol.46
, pp. 185-200
-
-
Kreps, D.M.1
Porteus, E.L.2
-
31
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas Robert E. Asset prices in an exchange economy. Econometrica 1978, 46:1426-1445.
-
(1978)
Econometrica
, vol.46
, pp. 1426-1445
-
-
Lucas, R.E.1
-
32
-
-
0000969565
-
Choice under uncertainty: Problems solved and unsolved
-
Machina Mark J. Choice under uncertainty: Problems solved and unsolved. Journal of Economic Perspectives 1987, 1:121-154.
-
(1987)
Journal of Economic Perspectives
, vol.1
, pp. 121-154
-
-
Machina, M.J.1
-
34
-
-
0242593140
-
State dependent preferences can explain the equity premium puzzle
-
Melino Angelo, Yang Alan X. State dependent preferences can explain the equity premium puzzle. Review of Economic Dynamics 2003, 6:806-830.
-
(2003)
Review of Economic Dynamics
, vol.6
, pp. 806-830
-
-
Melino, A.1
Yang, A.X.2
-
35
-
-
77955127756
-
Endogenous counter-cyclical risk aversion and the cross section of asset returns
-
Working paper, Carnegie Mellon
-
Ostrovnay Anastasiya, Routledge Bryan R, Zin Stanley E. Endogenous counter-cyclical risk aversion and the cross section of asset returns. 2006, Working paper, Carnegie Mellon
-
(2006)
-
-
Ostrovnay, A.1
Routledge, B.R.2
Zin, S.E.3
-
36
-
-
0002158052
-
Mean reversion in stock returns: Evidence and implications
-
Poterba James M, Summers Lawrence H. Mean reversion in stock returns: Evidence and implications. Journal of Financial Economics 1988, 22:27-59.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-59
-
-
Poterba, J.M.1
Summers, L.H.2
-
37
-
-
33748035738
-
Anchored preference relations
-
Sagi Jacob S. Anchored preference relations. Journal of Economic Theory 2006, 130:283-295.
-
(2006)
Journal of Economic Theory
, vol.130
, pp. 283-295
-
-
Sagi, J.S.1
-
38
-
-
0001518154
-
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
-
Tauchen George, Hussey Robert. Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models. Econometrica 1991, 59:371-396.
-
(1991)
Econometrica
, vol.59
, pp. 371-396
-
-
Tauchen, G.1
Hussey, R.2
|