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publications

(30)   

• Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)
  C. C. Wu and Jack C. Lee Economic Modelling24(2):329--349Mar2007.
  to aversion risk Relative by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Equilibrium analysis of volatility clustering
  Joel M. Vanden Journal of Empirical Finance12(3):374--417Jun2005.
  to risk aversion Implied by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility
  Donald J. Meyer and Jack Meyer Journal of Monetary Economics52(8):1497--1515Nov2005.
  to Relative aversion risk by smicha on Apr 23, 2008, 10:05 PM
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• Does risk aversion drive financial crises?: Testing the predictive power of empirical indicators
  Virginie Coudert and Mathieu Gex Journal of Empirical Finance15(2):167--184Mar2008.
  to Risk aversion by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Time-varying risk aversion and unexpected inflation
  Michael W. Brandt and Kevin Q. Wang Journal of Monetary Economics50(7):1457--1498Oct2003.
  to risk aversion Time-varying by smicha on Apr 23, 2008, 10:05 PM
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• The implications of first-order risk aversion for asset market risk premiums
  Geert Bekaert and Robert J. Hodrick and David A. Marshall Journal of Monetary Economics40(1):3--39Sep1997.
  to aversion risk First-order by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Stable equilibrium in beliefs in extensive games with perfect information
  Xiao Luo and Chenghu Ma Journal of Economic Dynamics and Control25(11):1801--1825Nov2001.
  to Uncertainty aversion by smicha on Apr 22, 2008, 3:17 PM
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• Risk aversion and prudence in the large
  Joseph G. Eisenhauer Research in Economics60(4):179--187Dec2006.
  to Risk aversion by smicha on Apr 22, 2008, 3:17 PM
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• Why stocks may disappoint
  Andrew Ang and Geert Bekaert and Jun Liu Journal of Financial Economics76(3):471--508Jun2005.
  to First risk aversion order by smicha on Apr 22, 2008, 3:17 PM
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• Time-varying risk aversion and asset prices
  George Li Journal of Banking \& Finance31(1):243--257Jan2007.
  to Risk aversion by smicha on Apr 22, 2008, 1:53 PM
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• Risk aversion and the yield of corporate debt
  Chunchi Wu and Chih-Hsien Yu Journal of Banking \& Finance20(2):267--281Mar1996.
  to aversion Risk by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• A note on risk aversion and learning behavior
  D. Alepuz and A. Urbano Economics Letters49(1):51--58Jul1995.
  to aversion Risk by smicha on Apr 21, 2008, 10:09 PM
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• Seller surplus in first price auctions
  P. Simmons Economics Letters50(1):1--5Jan1996.
  to Risk aversion by smicha on Apr 21, 2008, 10:09 PM
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• Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences
  James Pemberton Economics Letters50(3):387--392Mar1996.
  to Disappointment aversion by smicha on Apr 21, 2008, 10:09 PM
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• Portfolio choice under noisy asset returns
  Christian Gollier and Harris Schlesinger Economics Letters53(1):47--51Oct1996.
  to Standard aversion risk by smicha on Apr 21, 2008, 10:09 PM
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• Insuring and u'''(y)
  John M. Hartwick Economics Letters65(2):205--212Nov1999.
  to risk Absolute aversion by smicha on Apr 21, 2008, 10:09 PM
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• Risk aversion, learning spillovers, and path-dependent economic growth
  Randal Verbrugge Economics Letters68(2):197--202Aug2000.
  to aversion Risk by smicha on Apr 21, 2008, 10:09 PM
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• A note on demand for information: the OCE preferences case
  Christos I. Giannikos Economics Letters71(3):355--358Jun2001.
  to aversion Risk by smicha on Apr 21, 2008, 10:09 PM
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• Basic risk aversion
  Mark Freeman Economics Letters72(2):201--207Aug2001.
  to Risk aversion by smicha on Apr 21, 2008, 10:09 PM
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• Multi-period bargaining: asymmetric information and risk aversion
  Stanley S. Reynolds Economics Letters72(3):309--315Sep2001.
  to aversion Risk by smicha on Apr 21, 2008, 10:09 PM
  URL | BibTeX