1SUBSTITUTION and Risk Aversion: Is Risk Aversion Important for Understanding Asset PRICES?1 (original) (raw)

Substitution, Risk Aversion and Asset Prices: An Expected Utility Approach

Benjamin Eden

View PDFchevron_right

Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices?

Benjamin Eden

2004

View PDFchevron_right

Substitution and Risk Aversion: Is Risk Aversion Important for Understanding Asset Prices? 1

Benjamin Eden

RePEc: Research Papers in Economics, 2005

View PDFchevron_right

Risk Preferences Heterogeneity: Evidence from Asset Markets

Doron Kliger

Review of Finance, 2002

View PDFchevron_right

Risk aversion in securities markets

Yoram Landskroner

Journal of Banking & Finance, 1988

View PDFchevron_right

Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model

Kathleen McPeak

1989

View PDFchevron_right

All investors are risk averse expected utility maximizers

Steven Vanduffel

2013

View PDFchevron_right

The implications of first-order risk aversion for asset market risk premiums

Robert Hodrick

Journal of Monetary Economics, 1997

View PDFchevron_right

Essays in Empirical Asset Pricing

Sungjun Cho

Thesis Columbia University 2007, 2007

View PDFchevron_right

Properties of the utility function: A market-based analysis

Doron Kliger

Journal of Economics and Business, 2009

View PDFchevron_right

Risk Aversion and Skewness Preference: a comment

Pim Van Vliet

View PDFchevron_right

Aspects of Investor Behavior Under Risk

Vance Roley

1985

View PDFchevron_right

Valuing Bets and Hedges: Implications for the Construct of Risk Preference

shane frederick

Behavioral & Experimental Finance eJournal, 2018

View PDFchevron_right

Rationalizing investors’ choices

Steven Vanduffel

Journal of Mathematical Economics, 2015

View PDFchevron_right

Saving-based asset-pricing

Johannes Schneider

View PDFchevron_right

Asset Pricing with Endogenous State-Dependent Risk Aversion

Rachida Ouysse

Social Science Research Network, 2020

View PDFchevron_right

Time-varying risk aversion and unexpected inflation

Kevin Wang

Journal of Monetary Economics, 2003

View PDFchevron_right

What Drives Stochastic Risk Aversion?

Sungjun Cho

SSRN Electronic Journal, 2011

View PDFchevron_right

One theory for two different risk premia

Emmanuelle Gabillon

Economics Letters, 2012

View PDFchevron_right

The Effect of Prices on Risk Aversion

Richard Watt

Theoretical Economics Letters, 2012

View PDFchevron_right

Preferences, consumption smoothing, and risk premia

Martin Lettau, Harald Uhlig

1997

View PDFchevron_right

Rationalizing Investors Choice

S. Vanduffel

SSRN Electronic Journal, 2014

View PDFchevron_right

Asset pricing and risk aversion in the Spanish stock market

Gonzalo Rubio

Journal of Banking & Finance, 1990

View PDFchevron_right

Three essays in empirical asset pricing

Roméo Tédongap

View PDFchevron_right

Asset pricing with loss aversion

Willi Semmler

Journal of Economic Dynamics and Control, 2008

View PDFchevron_right

Risk aversion and skewness preference

Pim Van Vliet

Journal of Banking & Finance, 2008

View PDFchevron_right

Asset Prices with Heterogeneity in Preferences and Beliefs

Raman Uppal

Review of Financial Studies, 2014

View PDFchevron_right

Risk Aversion, the Labor Margin, and Asset Pricing in DSGE Models

Eric Swanson

Federal Reserve Bank of San Francisco, Working Paper Series

View PDFchevron_right

The distribution of risk aversion

Christine Parlour

2006

View PDFchevron_right

Uncovering the Distribution of Option Implied Risk Aversion

Maria Kyriacou

Journal of Mathematical Finance

View PDFchevron_right

Asset Pricing Models with and without Consumption: An Empirical Evaluation

Dongcheol Kim

Cepr Discussion Papers, 1995

View PDFchevron_right

On a Simple Econometric Approach for Utility-Based Asset Pricing Model

Jack Le

Review of Quantitative Finance and Accounting, 2004

View PDFchevron_right

Risk aversion, risk premia, and the labor margin with generalized recursive preferences

Eric Swanson

2012

View PDFchevron_right

Asset preference and the measurement of expected utility : some problems / BEBR No.892

Gary Trennepohl

1982

View PDFchevron_right

The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence

A. Balogou

Economics Letters, 2015

View PDFchevron_right