Temporal risk aversion and asset prices
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- Skander J. Van den Heuvel, 2008. "Temporal Risk Aversion and Asset Prices," 2008 Meeting Papers 46, Society for Economic Dynamics.
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Citations
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Cited by:
- Kihlstrom, Richard, 2009. "Risk aversion and the elasticity of substitution in general dynamic portfolio theory: Consistent planning by forward looking, expected utility maximizing investors," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 634-663, September.
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IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 61(1), pages 130-167, April.
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- Rick Van der Ploeg & Ton S. van den Bremer, 2012. "Managing and Harnessing Volatile Oil Windfalls," OxCarre Working Papers 085, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Antoine Bommier & François Grand, 2014. "Too risk averse to purchase insurance?," Journal of Risk and Uncertainty, Springer, vol. 48(2), pages 135-166, April.
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"Risk Premia: Short and Long-term,"
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w0169, New Economic School (NES).
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- Antoine Bommier, Francois Le Grand, "undated".
"Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle,"
Working Papers
ETH-RC-12-002, ETH Zurich, Chair of Systems Design.
- Antoine Bommier & François Le Grand, 2012. "Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle," CER-ETH Economics working paper series 12/157, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
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More about this item
Keywords
Financial risk management; Asset pricing;NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2008-09-05 (Business Economics)
- NEP-DGE-2008-09-05 (Dynamic General Equilibrium)
- NEP-MAC-2008-09-05 (Macroeconomics)
- NEP-UPT-2008-09-05 (Utility Models and Prospect Theory)
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