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  • Search: subject:"Time varying risk aversion"
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Year of publication
Subject
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Risikoaversion 20 Risk aversion 19 Time-varying risk aversion 15 time-varying risk aversion 15 Risikoprämie 13 Risk premium 12 Theorie 12 Theory 11 CAPM 8 Volatility 7 Volatilität 7 Capital income 5 Forecasting model 5 Kapitaleinkommen 5 Prognoseverfahren 5 Risiko 5 Risk 5 ARCH model 4 ARCH-Modell 4 Anlageverhalten 4 Behavioural finance 4 Börsenkurs 4 Share price 4 Exchange rate 3 ICAPM 3 Uncertainty 3 Wechselkurs 3 bond supply 3 net exchanges 3 preferred-habitat 3 risk aversion 3 risk tolerance 3 sentiment 3 yield spreads 3 Aktienmarkt 2 Ambiguity 2 Anleihe 2 Bond 2 Bond premium puzzle 2 Capital market returns 2
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Online availability
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Free 17 Undetermined 14
Type of publication
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Article 17 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 13 Aufsatz in Zeitschrift 13 Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 1 Hochschulschrift 1 Thesis 1
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Language
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English 28 Undetermined 5
Author
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Kamstra, Mark J. 3 Kramer, Lisa A. 3 Levi, Maurice D. 3 Strohsal, Till 3 Wermers, Russ 3 Wu, Xinyu 3 Jaccard, Ivan 2 Kim, Kun Ho 2 Podstawski, Maximilian 2 Xie, Haibin 2 Yilmaz, Kamil 2 Zanetti, Francesco 2 Bali, Turan 1 Bali, Turan G. 1 Blomkvist, Magnus 1 Bollerslev, Tim 1 Chang, Xiaoming 1 Chen, Zhanhui 1 Cooper, Ilan 1 Dai, Zhifeng 1 Demirer, Rıza 1 Díaz Pérez, Antonio 1 Ehling, Paul 1 Esparcia, Carlos 1 Grosse Steffen, Christoph 1 Große Steffen, Christoph 1 He, Qizhi 1 Lioui, Abraham 1 Liu, Li 1 Maio, Paulo 1 Mei, Xueting 1 Miller, Stephen M. 1 Pedersen, Thomas Q. 1 Poncet, Patrice 1 Pépin, Dominique 1 Rahe, Florentin 1 Shr, Yau-Huo 1 Tsuji, Chikashi 1 Vulanovic, Milos 1 Xiouros, Costas 1
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Institution
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School of Economics and Management, University of Aarhus 2 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
Published in...
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CREATES Research Papers 2 Economics letters 2 International review of economics & finance : IREF 2 The North American journal of economics and finance : a journal of financial economics studies 2 Applied economics letters 1 CFR Working Paper 1 CFR Working Papers 1 DIW Discussion Papers 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 ECB Working Paper 1 Economics Letters 1 European journal of operational research : EJOR 1 Health economics 1 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 1 Journal of Empirical Finance 1 Journal of empirical finance 1 Koç University-TUSIAD Economic Research Forum Working Papers 1 Management Science 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Research in international business and finance 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1 The Open Economics Journal 1 Working Paper 1 Working paper / Centre for Financial Research 1 Working paper series / European Central Bank 1 Working papers / University of Connecticut, Department of Economics 1
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Source
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ECONIS (ZBW) 19 RePEc 8 EconStor 6
Showing 11 - 20 of 33
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Dynamic optimal portfolio choice under time-varying risk aversion
Díaz Pérez, Antonio; Esparcia, Carlos - In: International economics : a journal published by CEPII … 166 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013193280
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Ambiguity and time-varying risk aversion in sovereign debt markets
Grosse Steffen, Christoph; Podstawski, Maximilian - 2016
This paper introduces changes in the level of ambiguity as a complementary source of time-varying risk aversion. We …
Persistent link: https://www.econbiz.de/10011520565
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Ambiguity and time-varying risk aversion in sovereign debt markets
Große Steffen, Christoph; Podstawski, Maximilian - 2016
This paper introduces changes in the level of ambiguity as a complementary source of time-varying risk aversion. We …
Persistent link: https://www.econbiz.de/10011518808
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SPAC IPO waves
Blomkvist, Magnus; Vulanovic, Milos - In: Economics letters 197 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012511149
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Seasonal asset allocation: Evidence from mutual fund flows
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - 2013
Over the past 30 years, mutual funds have become the dominant vehicle through which individual investors prepare for retirement via defined contribution plans. Further, money market mutual funds, which hold $2.7 trillion as of September 2013, are now a major part of the cash economy in the U.S....
Persistent link: https://www.econbiz.de/10010327643
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Testing the preferred-habitat theory: The role of time-varying risk aversion
Strohsal, Till - 2013
This paper examines the preferred-habitat theory under time-varying risk aversion. The predicted positive relation …
Persistent link: https://www.econbiz.de/10010331133
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Seasonal asset allocation: Evidence from mutual fund flows
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - Institut für Finanzmarktforschung, Wirtschafts- und … - 2013
Over the past 30 years, mutual funds have become the dominant vehicle through which individual investors prepare for retirement via defined contribution plans. Further, money market mutual funds, which hold $2.7 trillion as of September 2013, are now a major part of the cash economy in the U.S....
Persistent link: https://www.econbiz.de/10010957224
Saved in:
Cover Image
Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion
Strohsal, Till - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013
This paper examines the preferred-habitat theory under time-varying risk aversion. The predicted positive relation …
Persistent link: https://www.econbiz.de/10010696461
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Cover Image
Option pricing under time-varying risk aversion with applications to risk forecasting
Rahe, Florentin - 2013
- which allows to account for time-varying risk aversion. Thereby, we are able to capture the empirical properties of pricing …
Persistent link: https://www.econbiz.de/10009766453
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Cover Image
Seasonal asset allocation : evidence from mutual fund flows
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - 2013
Over the past 30 years, mutual funds have become the dominant vehicle through which individual investors prepare for retirement via defined contribution plans. Further, money market mutual funds, which hold $2.7 trillion as of September 2013, are now a major part of the cash economy in the U.S....
Persistent link: https://www.econbiz.de/10010223510
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