1. On the concavity of consumption function under habit formation. (2023). Li, Lun ; Liu, Haoyu.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000228.

   Full description at Econpapers || Download paper

2. .

   Full description at Econpapers || Download paper

3. Financial Policies and Internal Governance with Heterogeneous Risk Preferences. (2019). Lambrecht, Bart ; Chen, Shiqi.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:13888.

   Full description at Econpapers || Download paper

4. Investigating explanatory theories on laypeople’s risk perception of personal economic collapse in a bank crisis – the Cyprus case. (2018). Jonsson, Sara ; Soderberg, Inga-Lill.
   In: Journal of Risk Research.
   RePEc:taf:jriskr:v:21:y:2018:i:6:p:763-779.

   Full description at Econpapers || Download paper

5. Standard Risk Aversion and Efficient Risk Sharing. (2018). , Richard.
   In: MPRA Paper.
   RePEc:pra:mprapa:88881.

   Full description at Econpapers || Download paper

6. Standard Risk Aversion and Efficient Risk Sharing. (2018). Suen, Richard M. H..
   In: MPRA Paper.
   RePEc:pra:mprapa:86499.

   Full description at Econpapers || Download paper

7. Self-insurance and consumption risk-sharing between birth-year cohorts in Turkey. (2018). Ceritoğlu, Evren ; Ceritolu, Evren .
   In: Review of Economics of the Household.
   RePEc:kap:reveho:v:16:y:2018:i:4:d:10.1007_s11150-018-9411-7.

   Full description at Econpapers || Download paper

8. Standard risk aversion and efficient risk sharing. (2018). , Richard.
   In: Economics Letters.
   RePEc:eee:ecolet:v:173:y:2018:i:c:p:23-26.

   Full description at Econpapers || Download paper

9. Fair Utilitarianism. (2017). Zuber, Stéphane ; Fleurbaey, Marc.
   In: Working Papers.
   RePEc:pri:metric:088_2017.

   Full description at Econpapers || Download paper

10. Fair Utilitarianism. (2017). Zuber, Stéphane ; Fleurbaey, Marc.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:17005r.

    Full description at Econpapers || Download paper

11. Fair Utilitarianism. (2017). Zuber, Stéphane ; Fleurbaey, Marc.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:17005.

    Full description at Econpapers || Download paper

12. Fair Utilitarianism. (2017). Zuber, Stephane ; Fleurbaey, Marc.
    In: Post-Print.
    RePEc:hal:journl:halshs-01441070.

    Full description at Econpapers || Download paper

13. Fair Utilitarianism. (2017). Zuber, Stéphane ; Fleurbaey, Marc.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01441070.

    Full description at Econpapers || Download paper

14. How suboptimal are linear sharing rules?. (2016). Nielsen, Jorgen Aase ; Jensen, Bjarne Astrup.
    In: Annals of Finance.
    RePEc:kap:annfin:v:12:y:2016:i:2:d:10.1007_s10436-016-0279-3.

    Full description at Econpapers || Download paper

15. Borch’s theorem, equal margins, and efficient allocation. (2016). Flm, Sjur Didrik.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:70:y:2016:i:c:p:162-168.

    Full description at Econpapers || Download paper

16. Collective risk aversion. (2013). Nocetti, Diego ; NAPP, Clotilde ; Jouini, Elyès.
    In: Social Choice and Welfare.
    RePEc:spr:sochwe:v:40:y:2013:i:2:p:411-437.

    Full description at Econpapers || Download paper

17. Risk-sharing and crises. Global games of regime change with endogenous wealth. (2013). Campos, Rodolfo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:148:y:2013:i:4:p:1624-1658.

    Full description at Econpapers || Download paper

18. Effects of background risks on cautiousness with an application to a portfolio choice problem. (2011). Kuzmics, Christoph ; Hara, Chiaki ; Huang, James .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:1:p:346-358.

    Full description at Econpapers || Download paper

19. Characterizing the Amount and Speed of Discounting Procedures. (2011). Jamison, Dean T..
    In: Journal of Benefit-Cost Analysis.
    RePEc:bpj:jbcacn:v:2:y:2011:i:2:n:1.

    Full description at Econpapers || Download paper

20. Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem. (2008). Kuzmics, Christoph ; Hara, Chiaki ; Huang, James .
    In: KIER Working Papers.
    RePEc:kyo:wpaper:654.

    Full description at Econpapers || Download paper

1. Bernard Dumas, 1989, Two-person dynamic equilibrium in the capital market, Review of Financial Studies, Vol. 2, pp. 157188.

2. Chi-Fu Huang and Richard Litzenberger, 1988, Foundations of Financial Economics, North-Holland, Amsterdam.
   Paper not yet in RePEc: Add citation now
   

3. Chiaki Hara and Christoph Kuzmics, 2005, Representative consumer's risk aversion and efficient risk-sharing rules, mimeo.

4. Chiaki Hara, 2006, Heterogeneous risk attitudes in a continuous-time model, The Japanese Economic Review, Vol. 57, No. 3, pp. 377405.

5. Christian Gollier and Richard J. Zeckhauser, 2002, Horizon length and portfolio risk, Journal of Risk and Uncertainty, Vol. 24:3, pp. 195212.

6. Christian Gollier, 2001a, Economics of Time and Risk, MIT Press, Cambridge, Mass.
   Paper not yet in RePEc: Add citation now
   
7. Christian Gollier, 2001b, Wealth inequality and asset pricing, Review of Economic Studies, Vol. 68, pp. 181203.
   Paper not yet in RePEc: Add citation now
   
8. Christian Gollier, 2005, Whom should we believe? Collective risk-taking decisions with heterogeneous beliefs, mimeo, University of Toulouse (LERNA and IDEI).
   Paper not yet in RePEc: Add citation now
   

9. Gunter Franke, Richard C. Stapleton, Marti G. Subrahmanyam, 1999, When are options overpriced? The Black-Scholes model and alternative characterisations of the pricing kernel, European Finance Review, Vol. 3, pp. 79102.

10. James Huang, 2000b, Who buys options from whom? The role of options in an economy with heterogeneous preferences and beliefs, Lancaster University Management School Working Paper 2000/023 (revised on May 2002).
    Paper not yet in RePEc: Add citation now
    
11. James Huang, 2002, Existence of an optimal portfolio for every investor in an ArrowDebreu economy, Lancaster University Management School Working Paper 2002/012.
    Paper not yet in RePEc: Add citation now
    

12. James Huang, 2003, Impact of divergent consumer confidence on option prices, Review of Derivatives Research, Vol. 6, pp. 165177.

13. Jiang Wang, 1996, The term structure of interest rates in a pure exchange economy with heterogeneous investors, Journal of Financial Economics, Vol. 41, No. 1, pp. 75110.

14. Karl Borch, 1962, Equilibrium in a reinsurance market, Econometrica, Vol. 30, No. 3, pp. 424444.
    Paper not yet in RePEc: Add citation now
    

15. Laurent Calvet, Jean-Michel Grandmont, and Isabelle Lemaire, 1999, Aggregation of heterogeneous beliefs and asset pricing in complete financial markets, mimeo.

16. Michael Magill and Martine Quinzii, 1996, Incomplete Markets, MIT Press, Cambridge, Mass.

17. Philippe Weil, 1992, Equilibrium asset prices with undiversifiable labor income risk, Journal of Economic Dynamics and Control, Vol. 16, No. 3-4, pp. 769790.

18. Rajnish Mehra, and Edward C. Prescott, 1985, The Equity premium: A puzzle, Journal of Monetary Economics, Vol. 15, No. 2, pp. 14561.

19. Ravi Jagannathan, Ellen R. McGrattan, and Anna Scherbina, 2000, The declining US equity premium, Federal Reserve Bank of Minneapolis Quarterly Review, Vol. 24, 4, pp. 319.

20. Robert Wilson, 1968, The theory of syndicates, Econometrica, Vol. 36, No. 1, pp. 119 132.
    Paper not yet in RePEc: Add citation now
    

21. Simon Benninga and Joram Mayshar, 2000, Heterogeneity and option pricing, Review of Derivatives Research, Vol. 4, pp. 727.

22. Stephen LeRoy, and Jan Werner, 2001, Principles of Financial Economics, Cambridge University Press, Cambridge.

23. Takashi Kurosaki, 2001, Consumption smoothing and the structure of risk and time preferences: theory and evidence from village India, Hitotsubashi Journal of Economics, Vol. 42, pp. 103117.

24. Xiaoping (James) Huang, 2000a, Demand for and Pricing of Options, Ph.D. Thesis, Department of Accounting and Finance, Strathclyde University.
    Paper not yet in RePEc: Add citation now
    

25. Yacine Ait-Sahalia and Andrew W. Lo, 2000, Nonparametric risk management and implied risk aversion, Journal of Econometrics, Vol. 94, pp. 951.

26. Yeung Lewis Chan and Leonid Kogan, 2002, Catching up with the Joneses: Heterogeneous preferences and the dynamics of asset prices, Journal of Political Economy, Vol. 110, pp. 12551285.

1. Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices. (2017). Hodor, Idan ; Buffa, Andrea .
   In: 2017 Meeting Papers.
   RePEc:red:sed017:374.

   Full description at Econpapers || Download paper

2. A Model of Monetary Policy and Risk Premia. (2014). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:20141.

   Full description at Econpapers || Download paper

3. Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:19931.

   Full description at Econpapers || Download paper

4. Optimal multi-period consumption and investment with short-sale constraints. (2014). ARISOY, Yakup ; Altay-Salih, Aslhan ; Arsoy, Yakup Eser ; Pnar, Mustafa .
   In: Finance Research Letters.
   RePEc:eee:finlet:v:11:y:2014:i:1:p:16-24.

   Full description at Econpapers || Download paper

5. Market selection with learning and catching up with the Joneses. (2013). Muraviev, Roman .
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:17:y:2013:i:2:p:273-304.

   Full description at Econpapers || Download paper

6. The Dynamic Properties of Financial-Market Equilibrium with Trading Fees. (2013). Buss, Adrian ; Dumas, Bernard.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:19155.

   Full description at Econpapers || Download paper

7. Discounting under Disagreement. (2013). Heal, Geoffrey ; Millner, Antony.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:18999.

   Full description at Econpapers || Download paper

8. Connecting two markets: An equilibrium framework for shorts, longs, and stock loans. (2013). Reed, Adam ; Blocher, Jesse ; Van Wesep, Edward D..
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:108:y:2013:i:2:p:302-322.

   Full description at Econpapers || Download paper

9. Intermediary Asset Pricing. (2013). He, Zhiguo ; Krishnamurthy, Arvind.
   In: American Economic Review.
   RePEc:aea:aecrev:v:103:y:2013:i:2:p:732-70.

   Full description at Econpapers || Download paper

10. Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps. (2012). Fan, Gang-Zhi ; Ong, Seow ; Pu, Ming.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:4:p:543-569.

    Full description at Econpapers || Download paper

11. Financial Markets Equilibrium with Heterogeneous Agents. (2012). NAPP, Clotilde ; Malamud, Semyon ; Jouini, Elyès ; Cvitanic, Jaksa.
    In: Post-Print.
    RePEc:hal:journl:halshs-00488537.

    Full description at Econpapers || Download paper

12. Mutual fund flows, expected returns, and the real economy. (2012). Jank, Stephan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:11:p:3060-3070.

    Full description at Econpapers || Download paper

13. Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available. (2011). Roche, Herve .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:80-96.

    Full description at Econpapers || Download paper

14. Asset pricing with heterogeneous investors and portfolio constraints. (2010). Chabakauri, Georgy .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:43142.

    Full description at Econpapers || Download paper

15. Equilibrium open interest. (2010). Judd, Kenneth ; Leisen, Dietmar P. J., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:12:p:2578-2600.

    Full description at Econpapers || Download paper

16. The Dynamics of Optimal Risk Sharing. (2010). Bolton, Patrick ; Harris, Christopher.
    In: Economics Working Papers.
    RePEc:ads:wpaper:0092.

    Full description at Econpapers || Download paper

17. Heterogeneous Expectations and Bond Markets. (2009). Yan, Hongjun ; Xiong, Wei ; Financial, Review .
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2614.

    Full description at Econpapers || Download paper

18. Is Noise Trading Cancelled Out by Aggregation?. (2009). Yan, Hongjun.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2604.

    Full description at Econpapers || Download paper

19. Natural Selection in Financial Markets: Does it Work?. (2008). Yan, Hongjun.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2648.

    Full description at Econpapers || Download paper

20. Intermediary Asset Pricing. (2008). He, Zhiguo ; Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14517.

    Full description at Econpapers || Download paper

21. The market for crash risk. (2008). Bates, David S..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:7:p:2291-2321.

    Full description at Econpapers || Download paper

22. Do international portfolio investors follow firms foreign investment decisions?. (2007). Ehling, Paul ; De Santis, Roberto A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007815.

    Full description at Econpapers || Download paper

23. Equity Premium: Interaction of Belief Heterogeneity and Distribution of Wealth?. (2007). Taddei, Filippo.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:67.

    Full description at Econpapers || Download paper

24. Asset price volatilities and trading volumes in heterogeneous agent economies. (2006). Xiouros, Costas.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:466.

    Full description at Econpapers || Download paper

25. Heterogeneous Expectations and Bond Markets. (2006). Yan, Hongjun ; Xiong, Wei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12781.

    Full description at Econpapers || Download paper

26. Stochastic taxation and asset pricing in dynamic general equilibrium. (2006). Sialm, Clemens.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:3:p:511-540.

    Full description at Econpapers || Download paper

27. PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING. (2006). Vanden, Joel M..
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:16:y:2006:i:2:p:387-417.

    Full description at Econpapers || Download paper

28. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11441.

    Full description at Econpapers || Download paper

29. Heterogeneous Risk Attitudes in a Continuous-Time Model. (2005). Hara, Chiaki.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:609.

    Full description at Econpapers || Download paper

30. The equilibrium allocation of diffusive and jump risks with heterogeneous agents. (2005). Gallmeyer, Michael ; Dieckmann, Stephan .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:9:p:1547-1576.

    Full description at Econpapers || Download paper

31. Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2004). Kuzmics, Christoph ; Hara, Chiaki.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0452.

    Full description at Econpapers || Download paper

32. Consumption-based asset pricing. (2003). Campbell, John Y..
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-13.

    Full description at Econpapers || Download paper

33. Military spending and stochastic growth. (2003). zou, heng-fu ; Gong, Liutang.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2003:i:1:p:153-170.

    Full description at Econpapers || Download paper

34. A two-person dynamic equilibrium under ambiguity. (2003). Miao, Jianjun ; Epstein, Larry.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:7:p:1253-1288.

    Full description at Econpapers || Download paper

35. Disagreement and equilibrium option trading volume. (2002). Cassano, Mark .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:5:y:2002:i:2:p:153-179.

    Full description at Econpapers || Download paper

36. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2002). Uppal, Raman ; Kogan, Leonid.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3306.

    Full description at Econpapers || Download paper

37. Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns. (2002). Wang, Kevin Q. ; Jacobs, Kris.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-11.

    Full description at Econpapers || Download paper

38. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2001). Uppal, Raman ; Kogan, Leonid.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8609.

    Full description at Econpapers || Download paper

39. The Market for Crash Risk. (2001). Bates, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8557.

    Full description at Econpapers || Download paper

40. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. (2000). Lo, Andrew ; Wang, Jiang W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7625.

    Full description at Econpapers || Download paper

41. Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices. (2000). Kogan, Leonid ; Chan, Yeung Lewis.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:14-00.

    Full description at Econpapers || Download paper

42. Heterogeneous Time Preferences and Interest Rates - The Preferred Habitat Theory Revisited. (1999). Riedel, Frank.
    In: Finance.
    RePEc:wpa:wuwpfi:9903001.

    Full description at Econpapers || Download paper

43. Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium. (1998). Gallmeyer, Michael ; Basak, Suleyman.
    In: Weiss Center Working Papers.
    RePEc:fth:pennif:98-04.

    Full description at Econpapers || Download paper

44. Effects of financial innovations on market volatility when beliefs are heterogeneous. (1998). Zapatero, Fernando.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:22:y:1998:i:4:p:597-626.

    Full description at Econpapers || Download paper

45. The Term Structure of Interest Rates in a Pure Exchange Economy with Heterogeneous Investors. (1995). Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5172.

    Full description at Econpapers || Download paper

46. Differential Information and Dynamic Behavior of Stock Trading Volume. (1995). He, Hua ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5010.

    Full description at Econpapers || Download paper

47. Differential information and dynamic behavior of stock trading volume. (1994). He, Hua ; He, Hua., .
    In: Working papers.
    RePEc:mit:sloanp:2531.

    Full description at Econpapers || Download paper

48. Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options. (1993). Bates, David S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4596.

    Full description at Econpapers || Download paper

49. Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing. (1993). Lucas, Deborah ; Heaton, John .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4249.

    Full description at Econpapers || Download paper

50. When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn). (). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:380.

    Full description at Econpapers || Download paper

Report date: 2025-02-27 09:49:57 || Missing content? Let us know