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Two-Person Dynamic Equilibrium in the Capital Market
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Cited by:
- Stavros Panageas & Nicolae Garleanu, 2008. "Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices," 2008 Meeting Papers 409, Society for Economic Dynamics.
- Calvet, Laurent E. & Fisher, Adlai J., 2007.
"Multifrequency news and stock returns,"
Journal of Financial Economics, Elsevier, vol. 86(1), pages 178-212, October.
- Laurent E. Calvet & Adlai J. Fisher, 2005. "Multifrequency News and Stock Returns," NBER Working Papers 11441, National Bureau of Economic Research, Inc.
- Laurent-Emmanuel Calvet & Adlai J. Fisher, 2007. "Multifrequency news and stock returns," Post-Print hal-00459675, HAL.
- Laurent-Emmanuel Calvet & Adlai J. Fisher, 2011. "Multifrequency News and Stock Returns," Working Papers hal-00591678, HAL.
- Zeckhauser, Richard Jay & Tran, Ngoc-Khanh, 2011.
"The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous,"
Scholarly Articles
5027955, Harvard Kennedy School of Government.
- Ngoc-Khanh Tran & Richard J. Zeckhauser, 2011. "The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous," NBER Working Papers 17199, National Bureau of Economic Research, Inc.
- Tran, Ngoc-Khanh & Zeckhauser, Richard, 2011. "The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous," Working Papers 11-44, University of Pennsylvania, Wharton School, Weiss Center.
- Tran, Ngoc-Khanh & Zeckhauser, Richard J., 2011. "The Behavior of Savings and Asset Prices When Preferences and Beliefs Are Heterogeneous," Working Paper Series rwp11-026, Harvard University, John F. Kennedy School of Government.
- Devereux, Michael B. & Saito, Makoto, 1997. "Growth and risk-sharing with incomplete international assets markets," Journal of International Economics, Elsevier, vol. 42(3-4), pages 453-481, May.
- Adrian Buss & Bernard Dumas, 2019.
"The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees,"
Journal of Finance, American Finance Association, vol. 74(2), pages 795-844, April.
- Dumas, Bernard & Buss, Adrian, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," CEPR Discussion Papers 9524, C.E.P.R. Discussion Papers.
- Adrian Buss & Bernard Dumas, 2015. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 21421, National Bureau of Economic Research, Inc.
- Adrian Buss & Bernard Dumas, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 19155, National Bureau of Economic Research, Inc.
- Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022.
"Safe Assets,"
The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
- Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
- Robert J. Barro, 2014. "Safe Assets," Working Papers 2014-28, Economic Research Institute, Bank of Korea.
- Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017. "Safe Assets," CEPR Discussion Papers 12043, C.E.P.R. Discussion Papers.
- Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
- Buffa, Andrea M. & Hodor, Idan, 2023. "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, vol. 147(2), pages 352-381.
- Puri, Tribhuvan N., 1996. "Capital flows and net international investment," International Review of Financial Analysis, Elsevier, vol. 5(2), pages 113-130.
- Péter Kondor & Dimitri Vayanos, 2019.
"Liquidity Risk and the Dynamics of Arbitrage Capital,"
Journal of Finance, American Finance Association, vol. 74(3), pages 1139-1173, June.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
- Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Kondor, Péter, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," CEPR Discussion Papers 9885, C.E.P.R. Discussion Papers.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers dp730, Financial Markets Group.
- Dimitri Vayanos & Peter Kondor, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers 912, Society for Economic Dynamics.
- Kondor, Peter & Vayanos, Dimitri, 2014. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 55910, London School of Economics and Political Science, LSE Library.
- He, Hua & Wang, Jiang, 1995.
"Differential Information and Dynamic Behavior of Stock Trading Volume,"
The Review of Financial Studies, Society for Financial Studies, vol. 8(4), pages 919-972.
- Hua He and Jiang Wang., 1993. "Differential Information and Dynamic Behavior of Stock Trading Volume," Research Program in Finance Working Papers RPF-228, University of California at Berkeley.
- Wang, Jiang, 1959- & He, Hua., 1994. "Differential information and dynamic behavior of stock trading volume," Working papers 3731-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Hua He & Jiang Wang, 1995. "Differential Information and Dynamic Behavior of Stock Trading Volume," NBER Working Papers 5010, National Bureau of Economic Research, Inc.
- Abhilash S. Nair, 2013. "Existence Of Capital Market Equilibrium In The Presence Of Herding And Feedback Trading," Working papers 121, Indian Institute of Management Kozhikode.
- repec:dau:papers:123456789/5374 is not listed on IDEAS
- Leonid Kogan & Raman Uppal, "undated".
"Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies,"
Rodney L. White Center for Financial Research Working Papers
13-00, Wharton School Rodney L. White Center for Financial Research.
- Uppal, Raman & Kogan, Leonid, 2002. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," CEPR Discussion Papers 3306, C.E.P.R. Discussion Papers.
- Leonid Kogan & Raman Uppal, 2001. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," NBER Working Papers 8609, National Bureau of Economic Research, Inc.
- Kimball, Miles S. & Shapiro, Matthew D. & Shumway, Tyler & Zhang, Jing, 2020.
"Portfolio rebalancing in general equilibrium,"
Journal of Financial Economics, Elsevier, vol. 135(3), pages 816-834.
- Miles S. Kimball & Matthew D. Shapiro & Tyler Shumway & Jing Zhang, 2018. "Portfolio Rebalancing in General Equilibrium," NBER Working Papers 24722, National Bureau of Economic Research, Inc.
- Chen, An & Rach, Manuel, 2023. "Actuarial fairness and social welfare in mixed-cohort tontines," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 214-229.
- Wei Xiong & Hongjun Yan, 2010.
"Heterogeneous Expectations and Bond Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
- Wei Xiong & Hongjun Yan, 2006. "Heterogeneous Expectations and Bond Markets," NBER Working Papers 12781, National Bureau of Economic Research, Inc.
- Wei Xiong & Hongjun Yan & Review Financial, 2007. "Heterogeneous Expectations and Bond Markets," Yale School of Management Working Papers amz2614, Yale School of Management, revised 01 Jun 2009.
- Pástor, Lˇuboš & Veronesi, Pietro, 2016.
"Income inequality and asset prices under redistributive taxation,"
Journal of Monetary Economics, Elsevier, vol. 81(C), pages 1-20.
- Lubos Pastor & Pietro Veronesi, 2015. "Income Inequality and Asset Prices under Redistributive Taxation," NBER Working Papers 21668, National Bureau of Economic Research, Inc.
- Veronesi, Pietro & Pástor, Luboš, 2015. "Income Inequality and Asset Prices under Redistributive Taxation," CEPR Discussion Papers 10899, C.E.P.R. Discussion Papers.
- Chabakauri, Georgy, 2015. "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics 119001, London School of Economics and Political Science, LSE Library.
- Gersbach, Hans & Rochet, Jean Charles & von Thadden, Ernst-Ludwig, 2022.
"Fiscal Policy and the Balance Sheet of the Private Sector,"
CEPR Discussion Papers
17529, C.E.P.R. Discussion Papers.
- Hans Gersbach & Jean-Charles Rochet & Ernst-Ludwig von Thadden, 2024. "Fiscal Policy and the Balance Sheet of the Private Sector," CRC TR 224 Discussion Paper Series crctr224_2024_544, University of Bonn and University of Mannheim, Germany.
- Dieckmann, Stephan & Gallmeyer, Michael, 2005.
"The equilibrium allocation of diffusive and jump risks with heterogeneous agents,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1547-1576, September.
- Stephan Dieckmann & Michael Gallmeyer, "undated". "The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents," GSIA Working Papers 2003-E36, Carnegie Mellon University, Tepper School of Business.
- Dumas, Bernard & Uppal, Raman & Wang, Tan, 2000.
"Efficient Intertemporal Allocations with Recursive Utility,"
Journal of Economic Theory, Elsevier, vol. 93(2), pages 240-259, August.
- Bernard Dumas & Raman Uppal & Tan Wang, 1997. "Efficient Intertemporal Allocations with Recursive Utility," Working Papers hal-00605603, HAL.
- Bernard Dumas & Raman Uppal & Tan Wang, 1998. "Efficient Intertemporal Allocations with Recursive Utility," NBER Technical Working Papers 0231, National Bureau of Economic Research, Inc.
- Gersbach, Hans & Rochet, Jean-Charles & von Thadden, Ernst-Ludwig, 2023. "Public Debt and the Balance Sheet of the Private Sector," TSE Working Papers 23-1412, Toulouse School of Economics (TSE).
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018.
"A Model of Monetary Policy and Risk Premia,"
Journal of Finance, American Finance Association, vol. 73(1), pages 317-373, February.
- Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014. "A Model of Monetary Policy and Risk Premia," NBER Working Papers 20141, National Bureau of Economic Research, Inc.
- Sylvain Champonnois, 2011. "The limits of market discipline: proprietary trading and aggregate risk," 2011 Meeting Papers 1013, Society for Economic Dynamics.
- Chabakauri, Georgy, 2010. "Asset pricing with heterogeneous investors and portfolio constraints," LSE Research Online Documents on Economics 43142, London School of Economics and Political Science, LSE Library.
- Ricardo J Caballero & Alp Simsek, 2021.
"A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
- Ricardo J. Caballero & Alp Simsek, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock," NBER Working Papers 27044, National Bureau of Economic Research, Inc.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers 14627, C.E.P.R. Discussion Papers.
- Epstein, Larry G. & Miao, Jianjun, 2003.
"A two-person dynamic equilibrium under ambiguity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1253-1288, May.
- Larry G. Epstein & JianJun Miao, 2001. "A Two-Person Dynamic Equilibrium under Ambiguity," RCER Working Papers 478, University of Rochester - Center for Economic Research (RCER).
- Isaenko, Sergei, 2008. "The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(3), pages 457-481, August.
- Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020.
"The Equity Premium and the One Percent,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3583-3623.
- Toda, Alexis Akira & Walsh, Kieran James, 2014. "The Equity Premium and the One Percent," MPRA Paper 79009, University Library of Munich, Germany, revised 28 Feb 2017.
- Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
- Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007.
"Representative consumer's risk aversion and efficient risk-sharing rules,"
Journal of Economic Theory, Elsevier, vol. 137(1), pages 652-672, November.
- Hara, C. & Christoph Kuzmics, 2004. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Cambridge Working Papers in Economics 0452, Faculty of Economics, University of Cambridge.
- Hara, Chiaki & 原, 千秋 & ハラ, チアキ & Huang, James & Kuzmics, Christoph, 2007. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," Discussion Paper 323, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules," KIER Working Papers 620, Kyoto University, Institute of Economic Research.
- Krueger, Dirk & Lustig, Hanno, 2010.
"When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?,"
Journal of Economic Theory, Elsevier, vol. 145(1), pages 1-41, January.
- Dirk Krueger & Hanno Lustig, 2006. "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?," NBER Working Papers 12634, National Bureau of Economic Research, Inc.
- Ian W. R. Martin & Dimitris Papadimitriou, 2022.
"Sentiment and Speculation in a Market with Heterogeneous Beliefs,"
American Economic Review, American Economic Association, vol. 112(8), pages 2465-2517, August.
- Martin, Ian & ,, 2019. "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers 13857, C.E.P.R. Discussion Papers.
- Martin, Ian & Papadimitriou, Dimitris, 2019. "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics 118936, London School of Economics and Political Science, LSE Library.
- Martin, Ian & Papadimitriou, Dimitris, 2022. "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics 114340, London School of Economics and Political Science, LSE Library.
- Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2015. "Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs," SAFE Working Paper Series 41, Leibniz Institute for Financial Research SAFE, revised 2015.
- Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011.
"Financial Markets Equilibrium with Heterogeneous Agents,"
Review of Finance, European Finance Association, vol. 16(1), pages 285-321.
- Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009. "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series 09-45, Swiss Finance Institute.
- Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
- Alan Guoming Huang & Eric Hughson & J. Chris Leach, 2016.
"Generational Asset Pricing, Equity Puzzles, and Cyclicality,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 52-71, October.
- Alan Guoming Huang & Eric Hughson & J. Chris Leach, 2016. "Code and data files for "Generational Asset Pricing, Equity Puzzles, and Cyclicality"," Computer Codes 13-198, Review of Economic Dynamics.
- John Y. Campbell, 2000.
"Asset Pricing at the Millennium,"
Journal of Finance, American Finance Association, vol. 55(4), pages 1515-1567, August.
- John Y. Campbell, 2000. "Asset Pricing at the Millennium," Harvard Institute of Economic Research Working Papers 1897, Harvard - Institute of Economic Research.
- Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
- John Y. Campbell, 2000. "Asset Pricing at the Millennium," NBER Working Papers 7589, National Bureau of Economic Research, Inc.
- Barbachan, José Fajardo, 2002. "Equilibrium in stochastic economies with incomplete financial markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 22(1), May.
- Drobetz, Wolfgang & Kugler, Peter & Wanzenried, Gabrielle & Zimmermann, Heinz, 2009.
"Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland,"
International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 84-93, March.
- Drobetz, Wolfgang & Kugler, Peter & Wanzenried, Gabrielle & Zimmermann, Heinz, 2006. "Heterogeneity in Asset Allocation Decisions - Empirical Evidence from Switzerland," Working papers 2006/03, Faculty of Business and Economics - University of Basel.
- Harjoat S. Bhamra & Raman Uppal, 2014.
"Asset Prices with Heterogeneity in Preferences and Beliefs,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(2), pages 519-580.
- Raman Uppal & Harjoat Bhamra, 2013. "Asset Prices with Heterogeneity in Preferences and Beliefs," 2013 Meeting Papers 1344, Society for Economic Dynamics.
- Uppal, Raman & Bhamra, Harjoat Singh, 2013. "Asset Prices with Heterogeneity in Preferences and Beliefs," CEPR Discussion Papers 9459, C.E.P.R. Discussion Papers.
- Paul Ehling & Christian Heyerdahl-Larsen, 2017.
"Correlations,"
Management Science, INFORMS, vol. 63(6), pages 1919-1937, June.
- Paul Ehling & Christian Heyerdahl-Larsen, 2014. "Correlations," Working Papers 1413, Banco de España.
- Costas Xiouros, 2006. "Asset price volatilities and trading volumes in heterogeneous agent economies," Computing in Economics and Finance 2006 466, Society for Computational Economics.
- Bates, David S., 1996. "Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options," Journal of International Money and Finance, Elsevier, vol. 15(1), pages 65-93, February.
- Zhiguo He & Arvind Krishnamurthy, 2013.
"Intermediary Asset Pricing,"
American Economic Review, American Economic Association, vol. 103(2), pages 732-770, April.
- Zhiguo He & Arvind Krishnamurthy, 2008. "Intermediary Asset Pricing," NBER Working Papers 14517, National Bureau of Economic Research, Inc.
- Arvind Krishnamurhty & Zhiguo He, 2010. "Intermediary Asset Pricing," 2010 Meeting Papers 1327, Society for Economic Dynamics.
- Aragon, George O. & Dieckmann, Stephan, 2011. "Stock market trading activity and returns around milestones," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 570-584, September.
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- Ralph S. J. Koijen & Motohiro Yogo, 2021.
"The evolution from life insurance to financial engineering,"
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 89-111, September.
- Koijen, Ralph & Yogo, Motohiro, 2021. "The Evolution from Life Insurance to Financial Engineering," CEPR Discussion Papers 16348, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Motohiro Yogo, 2021. "The Evolution from Life Insurance to Financial Engineering," NBER Working Papers 29030, National Bureau of Economic Research, Inc.
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"Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory,"
The Review of Financial Studies, Society for Financial Studies, vol. 13(2), pages 257-300.
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"Investor sophistication and capital income inequality,"
Journal of Monetary Economics, Elsevier, vol. 107(C), pages 18-31.
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- Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2018. "Investor Sophistication and Capital Income Inequality," CEPR Discussion Papers 12870, C.E.P.R. Discussion Papers.
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- Fernández-Villaverde, Jesús & Levintal, Oren, 2024.
"The Distributional Effects of Asset Returns,"
CEPR Discussion Papers
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"The Fragility of Market Risk Insurance,"
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"Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices,"
Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1255-1285, December.
- Yeung Lewis Chan & Leonid Kogan, "undated". "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," Rodney L. White Center for Financial Research Working Papers 14-00, Wharton School Rodney L. White Center for Financial Research.
- Yeung Lewis Chan & Leonid Kogan, 2001. "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," NBER Working Papers 8607, National Bureau of Economic Research, Inc.
- Hauser, Shmuel & Kedar-Levy, Haim, 2018. "Liquidity might come at cost: The role of heterogeneous preferences," Journal of Financial Markets, Elsevier, vol. 39(C), pages 1-23.
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"Heterogeneous time preferences and interest rates—the preferred habitat theory revisited,"
The European Journal of Finance, Taylor & Francis Journals, vol. 10(1), pages 3-22.
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"Mutual fund flows, expected returns, and the real economy,"
Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3060-3070.
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- Pierre‐André Chiappori & Krislert Samphantharak & Sam Schulhofer‐Wohl & Robert M. Townsend, 2014.
"Heterogeneity and risk sharing in village economies,"
Quantitative Economics, Econometric Society, vol. 5, pages 1-27, March.
- Pierre-André Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2011. "Heterogeneity and Risk Sharing in Village Economies," NBER Working Papers 16696, National Bureau of Economic Research, Inc.
- Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl & Robert M. Townsend, 2013. "Heterogeneity and risk sharking in village economies," Staff Report 483, Federal Reserve Bank of Minneapolis.
- Pierre-Andre Chiappori & Krislert Samphantharak & Sam Schulhofer-Wohl, 2011. "Heterogeneity and risk sharing in village economies," Working Papers 683, Federal Reserve Bank of Minneapolis.
- Theodoros M. Diasakos, 2011.
"A Simple Characterization of Dynamic Completeness in Continuous Time,"
Carlo Alberto Notebooks
211, Collegio Carlo Alberto.
- Theodoros M. Diasakos, 2012. "A Simple Characterization of Dynamic Completeness in Continuous Time," Discussion Paper Series, School of Economics and Finance 201312, School of Economics and Finance, University of St Andrews, revised 02 Sep 2013.
- Diasakos, Theodoros M, 2013. "A Simple Characterization of Dynamic Completeness in Continuous Time," SIRE Discussion Papers 2013-91, Scottish Institute for Research in Economics (SIRE).
- Ľuboš Pástor & Pietro Veronesi, 2021.
"Inequality Aversion, Populism, and the Backlash against Globalization,"
Journal of Finance, American Finance Association, vol. 76(6), pages 2857-2906, December.
- Pástor, Luboš & Veronesi, Pietro, 2018. "Inequality Aversion, Populism, and the Backlash Against Globalization," CEPR Discussion Papers 13107, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2018. "Inequality Aversion, Populism, and the Backlash Against Globalization," NBER Working Papers 24900, National Bureau of Economic Research, Inc.
- Zhigu He & Arvind Krishnamurthy, 2012.
"A Model of Capital and Crises,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 735-777.
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