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First-Order Risk Aversion, Het...
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ECONIS (ZBW)
41
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2
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1
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1
Risk attitudes toward small and large bets in the presence of background risk
Chapman, David A.
;
Polkovnichenko, Valery
- In:
Review of finance : journal of the European Finance …
15
(
2011
)
4
,
pp. 909-927
Persistent link: https://www.econbiz.de/10009376158
Saved in:
2
First-order risk aversion, heterogeneity, and asset market outcomes
Chapman, David A.
;
Polkovnichenko, Valery
- In:
The journal of finance : the journal of the American …
64
(
2009
)
4
,
pp. 1863-1887
Persistent link: https://www.econbiz.de/10003874460
Saved in:
3
Human capital and the private equity premium
Polkovnichenko, Valery
- In:
Review of economic dynamics
6
(
2003
)
4
,
pp. 831-845
Persistent link: https://www.econbiz.de/10001823254
Saved in:
4
Household portfolio diversification : a case for rank-dependent preferences
Polkovnichenko, Valery
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1467-1502
Persistent link: https://www.econbiz.de/10003352976
Saved in:
5
Life-cycle portfolio with additive habit formation preferences and uninsurable labor income risk
Polkovnichenko, Valery
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 83-124
Persistent link: https://www.econbiz.de/10003403674
Saved in:
6
Limited stock market participation and the equity premium
Polkovnichenko, Valery
- In:
Finance research letters
1
(
2004
)
1
,
pp. 24-34
Persistent link: https://www.econbiz.de/10003307248
Saved in:
7
Approximating the asset pricing kernel
Chapman, David A.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1383-1410
Persistent link: https://www.econbiz.de/10001227648
Saved in:
8
The cyclical properties of consumption growth and the real term structure
Chapman, David A.
- In:
Journal of monetary economics
39
(
1997
)
2
,
pp. 145-172
Persistent link: https://www.econbiz.de/10001224497
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9
Does intrinsic habit formation actually resolve the equity premium puzzle?
Chapman, David A.
- In:
Review of economic dynamics
5
(
2002
)
3
,
pp. 618-645
Persistent link: https://www.econbiz.de/10001691561
Saved in:
10
Cautious Risk Takers: Investor Preferences and Demand for Active Management
POLKOVNICHENKO, VALERY
;
WEI, KELSEY D.
;
ZHAO, FENG
- In:
The Journal of Finance
74
(
2019
)
2
,
pp. 1025-1075
Persistent link: https://www.econbiz.de/10012094254
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