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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

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

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

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

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

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

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

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

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

(UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts

Gomes, Francisco; Michaelides, Alex; Polkovnichenko, Valery - Financial Markets Group - 2004

We calibrate a life-cycle model with uninsurable labor income risk and borrowing constraints to match portfolio allocation and wealth accumulation profiles of direct and indirect stockholders in both taxable and tax-deferred accounts. Tax-deferred accounts generate an increase in wealth...

Persistent link: https://www.econbiz.de/10004970494