Similar Search Results

Variance Discount Rates : What Drives Preferences over Variance Risk?

Koëter, Joren - 2021

I study time-variation in variance discount rates, defined as the expected returns for investing in variance risk. I show that variance discount rates drive a significant fraction of the variation in prices of S&P 500 variance swaps. This analysis offers important insights into preferences of...

Persistent link: https://www.econbiz.de/10013250555

Asset pricing with dynamically inconsistent agents

Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 1017-1046

Persistent link: https://www.econbiz.de/10014426412

Robust asset pricing with stochastic hyperbolic discounting

Wang, Haijun - In: Finance research letters 21 (2017), pp. 178-185

Persistent link: https://www.econbiz.de/10011807766

International evidence on the equity premium puzzle and time discounting

Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten - In: Multinational finance journal : MF ; quarterly … 17 (2013) 3/4, pp. 149-163

Persistent link: https://www.econbiz.de/10011457672

International Evidence on the Equity Premium Puzzle and Time Discounting

Rieger, Marc Oliver - 2017

We elicit time discounting factors in an international survey. Our analysis reveals a significant relationship between …

Persistent link: https://www.econbiz.de/10012975089

International Evidence on the Equity Premium Puzzle and Time Discounting

Rieger, Marc Oliver - 2017

We examine time discounting factors in an international survey. Our analysis reveals a significant relationship between …

Persistent link: https://www.econbiz.de/10012971592

Value and patience : the value premium in a dividend-growth model with hyperbolic discounting

Hens, Thorsten; Schindler, Nilüfer - In: Journal of economic behavior & organization : JEBO 172 (2020), pp. 161-179

Persistent link: https://www.econbiz.de/10012288183

The social discount rate : legal and philosophical underpinnings

Viscusi, W. Kip - In: Annual review of financial economics 15 (2023), pp. 127-145

Persistent link: https://www.econbiz.de/10014426251

Would you rather be ill now, or later?

Attema, Arthur E.; Versteegh, Matthijs M. - In: Health economics 22 (2013) 12, pp. 1496-1506

Persistent link: https://www.econbiz.de/10010242957

Climate change, intergenerational equity and the social discount rate

Caney, Simon - In: Politics, philosophy & economics : ppe 13 (2014) 4, pp. 320-342

Persistent link: https://www.econbiz.de/10010483771