The Sharpe Ratio And Preferences: A Parametric Approach
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Cited by:
- Borenstein, Eliezer & Elkayam, David, 2014.
"The equity premium in a small open economy and an application to Israel,"
Economic Modelling, Elsevier, vol. 43(C), pages 81-99.
- Borenstein, Eliezer & Elkayam, David, 2013. "The equity premium in a small open economy, and an application to Israel," MPRA Paper 43909, University Library of Munich, Germany.
- Eliezer Borenstein & David Elkayam, 2013. "The equity premium in a small open economy, and an application to Israel," Bank of Israel Working Papers 2013.03, Bank of Israel.
- Kanamura, Takashi & Ohashi, Kazuhiko, 2009. "Pricing summer day options by good-deal bounds," Energy Economics, Elsevier, vol. 31(2), pages 289-297, March.
- Farah Said & Uzma Afzal & Ginger Turner, 2014. "Attitudes Towards Risk in the Wake of a Rare Event: Evidence from Pakistan," CREB Working papers 2-2014, Centre for Research in Economics and Business, The Lahore School of Economics, revised 2014.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015.
"Collateral Requirements And Asset Prices,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
- Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2011. "Collateral Requirements and Asset Prices," 2011 Meeting Papers 737, Society for Economic Dynamics.
- Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011. "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series 11-10, Swiss Finance Institute.
- Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "Collateral requirements and asset prices," Discussion Papers 44/2013, Deutsche Bundesbank.
- Grishchenko, Olesya V., 2011. "Asset pricing in the production economy subject to monetary shocks," Journal of Economics and Business, Elsevier, vol. 63(3), pages 187-216, May.
- repec:hum:wpaper:sfb649dp2007-003a is not listed on IDEAS
- repec:hum:wpaper:sfb649dp2007-003 is not listed on IDEAS
- Harald Uhlig, 2007.
"Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model,"
American Economic Review, American Economic Association, vol. 97(2), pages 239-243, May.
- Uhlig, Harald, 2007. "Explaining asset prices with external habits and wage rigidities in a DSGE model," SFB 649 Discussion Papers 2007-003a, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Harald Uhlig, 2007. "Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model," 2007 Meeting Papers 97, Society for Economic Dynamics.
- Uhlig, Harald, 2007. "Explaining asset prices with external habits and wage rigidities in a DSGE model," SFB 649 Discussion Papers 2007-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kliem, Martin & Uhlig, Harald, 2013. "Bayesian estimation of a DSGE model with asset prices," Discussion Papers 37/2013, Deutsche Bundesbank.
- Grüne, Lars & Semmler, Willi, 2008. "Asset pricing with loss aversion," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3253-3274, October.
- Henin, Pierre-Yves & Weitzenblum, Thomas, 2005.
"Employment protection and the stock market: the common shock case,"
Economic Modelling, Elsevier, vol. 22(1), pages 127-146, January.
- Hénin, Pierre-Yves & Weitzenblum, Thomas, 2003. "Employment protection and the stock market: The common shock case," CEPREMAP Working Papers (Couverture Orange) 0306, CEPREMAP.
- Bullard, James & Evans, George W. & Honkapohja, Seppo, 2010.
"A Model Of Near-Rational Exuberance,"
Macroeconomic Dynamics, Cambridge University Press, vol. 14(2), pages 166-188, April.
- James B. Bullard & George W. Evans & Seppo Honkapohja, 2007. "A model of near-rational exuberance," Working Papers 2007-009, Federal Reserve Bank of St. Louis.
- Evans, George & Bullard, James & Honkapohja, Seppo, 2009. "A Model of Near-Rational Exuberance," SIRE Discussion Papers 2009-11, Scottish Institute for Research in Economics (SIRE).
- Santiago Budría & Antonia Díaz, 2006. "Term and Equity Premium in Economies with Habit Formation," Working Papers 2006-23, FEDEA.
- Budria, Santiago, 2006. "Term premium and equity premium in economies with habit formation," UC3M Working papers. Economics we065522, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Felix KUBLER & Karl SCHMEDDERS, 2010.
"Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices,"
Swiss Finance Institute Research Paper Series
10-21, Swiss Finance Institute.
- Karl Schmedders & Felix Kubler, 2012. "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," 2012 Meeting Papers 536, Society for Economic Dynamics.
- Santiago Budría, 2008.
"An Exploration of Asset Returns in a Production Economy with Relative Habits,"
Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(3), pages 261-274, September.
- Santiago Budria, 2005. "An Exploration of Asset Returns in a Production Economy with Relative Habits," Finance 0505004, University Library of Munich, Germany.
- Said, Farah & Afzal, Uzma & Turner, Ginger, 2015. "Risk taking and risk learning after a rare event: Evidence from a field experiment in Pakistan," Journal of Economic Behavior & Organization, Elsevier, vol. 118(C), pages 167-183.
- Elie Appelbaum & Parantap Basu, 2010.
"A new methodology for studying the equity premium,"
Annals of Operations Research, Springer, vol. 176(1), pages 109-126, April.
- Parantap Basu & Elie Appelbaum, 2004. "A New Methodology For Studying The Equity Premium," Royal Economic Society Annual Conference 2004 72, Royal Economic Society.
- Elie Appelbaum & Parantap Basu, 2010. "A new methodology for studying the equity premium," Working Papers 2010_3, York University, Department of Economics.
- Zhang, Wenlang & Semmler, Willi, 2009. "Prospect theory for stock markets: Empirical evidence with time-series data," Journal of Economic Behavior & Organization, Elsevier, vol. 72(3), pages 835-849, December.
- Stefano Athanasoulis & Oren Sussman, 2007. "Habit formation and the equity–premium puzzle: a skeptical view," Annals of Finance, Springer, vol. 3(2), pages 193-212, March.
- Harald Uhlig, 2010. "Easy EZ in DSGE," 2010 Meeting Papers 111, Society for Economic Dynamics.
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