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There are 86078 results for: content related to: Do disaster expectations explain household portfolios?

  1. EXPECTATIONS-BASED REFERENCE-DEPENDENT PREFERENCES AND ASSET PRICING

    Journal of the European Economic Association

    Michaela Pagel

    Article first published online : 26 JUN 2015, DOI: 10.1111/jeea.12137

  2. Long-Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework

    Journal of Money, Credit and Banking

    Volume 45, Issue 1, February 2013, Pages: 121–145, JUN MA

    Article first published online : 22 JAN 2013, DOI: 10.1111/j.1538-4616.2012.00564.x

  3. Rare disaster risk and the expected equity risk premium

    Accounting & Finance

    Henk Berkman, Ben Jacobsen and John B. Lee

    Article first published online : 13 AUG 2015, DOI: 10.1111/acfi.12158

  4. Risk Premium and Convexity Premium in the Stock Return

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 739–764, Keehwan Park, Pilsun Choi and Saekwon Kim

    Article first published online : 18 DEC 2012, DOI: 10.1111/ajfs.12004

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    Bibliography

    Expected Returns: An Investor's Guide to Harvesting Market Rewards

    Antti Ilmanen, Pages: 527–550, 2012

    Published Online : 25 MAY 2012, DOI: 10.1002/9781118467190.biblio

  6. Non-addictive Habit Formation and the Equity Premium Puzzle

    European Financial Management

    Volume 3, Issue 3, November 1997, Pages: 293–319, Milind M. Shrikhande

    Article first published online : 16 DEC 2002, DOI: 10.1111/1468-036X.00045

  7. THE TIME-VARYING EQUITY PREMIUM AND THE S&P 500 IN THE TWENTIETH CENTURY

    Journal of Financial Research

    Volume 34, Issue 2, Summer 2011, Pages: 179–215, Mark C. Freeman

    Article first published online : 16 JUN 2011, DOI: 10.1111/j.1475-6803.2011.01288.x

  8. THE EQUITY PREMIUM AND RISK-FREE RATE PUZZLES IN A TURBULENT ECONOMY: EVIDENCE FROM 105 YEARS OF DATA FROM SOUTH AFRICA

    South African Journal of Economics

    Volume 78, Issue 1, March 2010, Pages: 23–39, Shakill Hassan and Andrew Van Biljon

    Article first published online : 8 MAR 2010, DOI: 10.1111/j.1813-6982.2010.01237.x

  9. The Return to Direct Investment in Private Firms: New Evidence on the Private Equity Premium Puzzle

    European Financial Management

    Volume 17, Issue 3, June 2011, Pages: 436–463, Kasper Meisner Nielsen

    Article first published online : 15 SEP 2010, DOI: 10.1111/j.1468-036X.2010.00562.x

  10. The Impact of Population Aging on Household Portfolios and Asset Returns

    Optimizing the Aging, Retirement, and Pensions Dilemma

    Marida Bertocchi, Sandra L. Schwartz, William T. Ziemba, Pages: 169–215, 2011

    Published Online : 20 DEC 2011, DOI: 10.1002/9781118266380.ch6

  11. Habit Formation in an Overlapping Generations Model with Borrowing Constraints

    European Financial Management

    Volume 17, Issue 4, September 2011, Pages: 705–725, Amadeu DaSilva, Mira Farka and Christos Giannikos

    Article first published online : 7 DEC 2009, DOI: 10.1111/j.1468-036X.2009.00523.x

  12. PRICING RISK IN ECONOMIES WITH HETEROGENEOUS AGENTS AND INCOMPLETE MARKETS

    Journal of the European Economic Association

    Volume 5, Issue 5, September 2007, Pages: 987–1015, Josep Pijoan-Mas

    Article first published online : 13 DEC 2010, DOI: 10.1162/JEEA.2007.5.5.987

  13. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 987–1035, JESSICA A. WACHTER

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12018

  14. Rare Disasters and Risk Attitudes: International Differences and Implications for Integrated Assessment Modeling

    Risk Analysis

    Volume 32, Issue 11, November 2012, Pages: 1846–1855, P. Ding, M. D. Gerst, A. Bernstein, R. B. Howarth and M. E. Borsuk

    Article first published online : 22 JUL 2012, DOI: 10.1111/j.1539-6924.2012.01872.x

  15. THE RISK PREMIUM FOR EQUITY: IMPLICATIONS FOR RESOURCE ALLOCATION, WELFARE AND POLICY

    Australian Economic Papers

    Volume 45, Issue 3, September 2006, Pages: 253–268, SIMON GRANT and JOHN QUIGGIN

    Article first published online : 22 AUG 2006, DOI: 10.1111/j.1467-8454.2006.00291.x

  16. A Consumption-Based Explanation of Expected Stock Returns

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 539–580, MOTOHIRO YOGO

    Article first published online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00848.x

  17. Pension Portfolio Choice and Peer Envy

    Journal of Risk and Insurance

    Volume 80, Issue 2, June 2013, Pages: 461–489, Jacqueline Volkman Wise

    Article first published online : 28 MAY 2012, DOI: 10.1111/j.1539-6975.2012.01471.x

  18. ASSET ALLOCATION AND THE EQUITY PREMIUM PUZZLE

    Journal of Business Finance & Accounting

    Volume 22, Issue 3, April 1995, Pages: 397–413, Walter Hlawitschka and Michael Tucker

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1995.tb00881.x

  19. Sufficiency Conditions For Inclusion of One Asset Over Another in Investment Portfolios

    Financial Review

    Volume 33, Issue 3, August 1998, Pages: 169–182, William J. Trainor Jr.

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01389.x

  20. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x