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  • Search: subject:"intertemporal risk"
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Year of publication
Subject
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CAPM 10 Theorie 10 Risiko 9 Theory 9 intertemporal risk aversion 9 Capital income 8 Kapitaleinkommen 8 Risk 8 expected utility 8 intertemporal substitutability 8 uncertainty 8 Aktienmarkt 6 Stock market 6 recursive utility 6 Intertemporal risk-return relation 5 Risikoprämie 5 Anlageverhalten 4 Behavioural finance 4 Portfolio selection 4 Portfolio-Management 4 Risiko-Ertrags-Verhältnis 4 Risk premium 4 Risk-return tradeoff 4 ambiguity 4 certainty additivity 4 climate change 4 confidence 4 discounting 4 risk aversion 4 subjective beliefs 4 temporal lotteries 4 ARCH-Modell 3 Estimation 3 Risikomanagement 3 Risk management 3 Schätzung 3 Social and Behavioral Sciences 3 asset pricing 3 intertemporal risk 3 stationarity 3
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Online availability
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Free 14 Undetermined 12
Type of publication
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Article 15 Book / Working Paper 13 Other 1
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 3 Aufsatz im Buch 1 Book section 1 Thesis 1
Language
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English 19 Undetermined 10
Author
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Traeger, Christian P. 6 Nam, Kiseok 4 Marks, Joseph M. 3 Cappiello, Lorenzo 2 Dang, Tri Vi 2 Hakenes, Hendrik 2 Hofmann, Annette 2 Jiang, Xiaoquan 2 Lo Duca, Marco 2 Maddaloni, Angela 2 Peter, Richard 2 Traeger, Christian 2 Akbari, Amir 1 Bansal, Naresh K. 1 Bao, Hailong 1 Carrieri, Francesca 1 Cederburg, Scott Hogeland 1 Chabi-Yo, Fousseni 1 Chelikani, Surya 1 Gonçalves, Andrei S. 1 Harrison, Glenn W. 1 Kang, Moonsoo 1 Kilic, Osman 1 Koutmos, Dimitrios 1 Krausz, Joshua 1 Lee, Bong-Soo 1 Lee, Bong-soo 1 Liu, Jiawen 1 Loudis, Johnathan A. 1 Lv, Zhiyu 1 Naeem, Muhammad Abubakr 1 Ponds, Eduard 1 Rauf, Abdul 1 Schumacher, Johannes M. 1 Stivers, Christopher T. 1 Zhang, Xu 1
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Institution
All
Department of Agricultural and Resource Economics, University of California-Berkeley 6 CESifo 1 European Central Bank 1 Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft 1
Published in...
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CUDARE Working Paper Series 3 Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 3 Economics letters 2 Journal of financial markets 2 CESifo Working Paper 1 CESifo Working Paper Series 1 ECB Working Paper 1 Economics Letters 1 European financial management : the journal of the European Financial Management Association 1 Finance research letters 1 Handbook of Insurance : Volume II 1 Insurance 1 International review of economics & finance : IREF 1 Journal of Financial Markets 1 Journal of economics and business 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Preprints of the Max Planck Institute for Research on Collective Goods 1 Review of quantitative finance and accounting 1 The European journal of finance 1 Working Paper Series / European Central Bank 1 Working Paper Series of the Max Planck Institute for Research on Collective Goods 1
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Source
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ECONIS (ZBW) 13 RePEc 11 EconStor 3 BASE 2
Showing 1 - 10 of 29
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Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu; Lv, Zhiyu; Naeem, Muhammad Abubakr; Rauf, Abdul - In: Finance research letters 63 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
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An intertemporal risk factor model
Chabi-Yo, Fousseni; Gonçalves, Andrei S.; Loudis, … - In: Management science : journal of the Institute for … 71 (2025) 8, pp. 6518-6544
Persistent link: https://www.econbiz.de/10015447387
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The end of behavioral insurance
Harrison, Glenn W. - In: Handbook of Insurance : Volume II, (pp. 3-25). 2025
Persistent link: https://www.econbiz.de/10015394040
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State-dependent intertemporal risk-return tradeoff : further evidence
Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: Journal of economics and business 130 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015066062
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Global risk and market conditions
Akbari, Amir; Carrieri, Francesca - In: International review of economics & finance : IREF 83 (2023), pp. 51-70
Persistent link: https://www.econbiz.de/10014239898
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Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman; Marks, Joseph M.; Nam, Kiseok - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
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Bond risk's role in the equity risk-return tradeoff
Bansal, Naresh K.; Stivers, Christopher T. - In: Journal of financial markets 60 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013397895
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The intertemporal risk-return relation, investor behavior, and technical trading profits : evidence from the G-7 countries
Kang, Moonsoo; Krausz, Joshua; Nam, Kiseok - In: The European journal of finance 25 (2019) 8, pp. 780-798
Persistent link: https://www.econbiz.de/10012207029
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Intertemporal risk-return tradeoff in the short-run
Marks, Joseph M.; Nam, Kiseok - In: Economics letters 172 (2018), pp. 81-84
Persistent link: https://www.econbiz.de/10012022059
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Once upon a time preference: How rationality and risk aversion change the rationale for discounting
2012
The paper develops an axiomatic framework for rational decision making. The von Neumann-Morgenstern axioms give rise to a richer risk attitude than that captured in the standard discounted expected utility model. I derive three models that permit a more comprehensive risk evaluation. These...
Persistent link: https://www.econbiz.de/10010281940
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