From Time Varying Risk-Aversion to Anomalies in Market Momentss Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.2692983 ◽

2015 ◽

Cited By ~ 1

Author(s):

Dennis Bams ◽

Iman Honarvar ◽

Thorsten Lehnert

Keyword(s):

Risk Aversion ◽

Risk Premia ◽

Time Varying

Download Full-text

Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals’ Asset Allocation

CFA Digest ◽

10.2469/dig.v39.n1.47 ◽

2009 ◽

Vol 39 (1) ◽

pp. 86-88

Author(s):

Christopher J. Sullivan

Keyword(s):

Risk Aversion ◽

Asset Allocation ◽

Time Varying

Download Full-text

Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.1292822 ◽

2008 ◽

Cited By ~ 1

Author(s):

Lars A. Lochstoer

Keyword(s):

Business Cycle ◽

Risk Aversion ◽

Expected Returns ◽

Time Varying ◽

Heterogeneous Goods ◽

The Business Cycle

Download Full-text

Time Varying Risk Aversion, Familiarity Bias, and Portfolio Concentration During Market Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.2254972 ◽

2013 ◽

Cited By ~ 1

Author(s):

Hilla Skiba

Keyword(s):

Risk Aversion ◽

Time Varying ◽

Market Uncertainty ◽

Familiarity Bias

Download Full-text

An Irrelevance Theorem for Risk Aversion and Time-Varying Risk

SSRN Electronic Journal ◽

10.2139/ssrn.3148254 ◽

2018 ◽

Cited By ~ 2

Author(s):

Andrew Y. Chen ◽

Francisco Palomino

Keyword(s):

Risk Aversion ◽

Time Varying

Download Full-text

Can Time‐Varying Risk Premia and Household Heterogeneity Explain Credit Cycles?

SSRN Electronic Journal ◽

10.2139/ssrn.3709547 ◽

2020 ◽

Author(s):

Mohammad Ghaderi

Keyword(s):

Risk Premia ◽

Time Varying ◽

Credit Cycles ◽

Household Heterogeneity

Download Full-text

Conditional Market Co-Movements, Welfare, and Contagions: The Role of Time-Varying Risk Aversion

SSRN Electronic Journal ◽

10.2139/ssrn.444400 ◽

2003 ◽

Cited By ~ 3

Author(s):

Timothy K. Chue

Keyword(s):

Risk Aversion ◽

Time Varying

Download Full-text

Habit Formation, Time-Varying Risk Aversion and the Cross-Section of Expected Returns

SSRN Electronic Journal ◽

10.2139/ssrn.889085 ◽

2006 ◽

Cited By ~ 2

Author(s):

Huafeng (Jason) Chen ◽

Michal Pakos

Keyword(s):

Risk Aversion ◽

Cross Section ◽

Habit Formation ◽

Formation Time ◽

Expected Returns ◽

Time Varying ◽

The Cross

Download Full-text

Time Varying Default Risk Premia in Corporate Bond Markets

SSRN Electronic Journal ◽

10.2139/ssrn.972636 ◽

2007 ◽

Author(s):

Jan Ericsson ◽

Redouane Elkamhi

Keyword(s):

Default Risk ◽

Risk Premia ◽

Corporate Bond ◽

Bond Markets ◽

Time Varying

Download Full-text

Comment on: Time-varying risk premia and the cost of capital: an alternative implication of the Q theory of investment

Journal of Monetary Economics ◽

10.1016/s0304-3932(01)00098-8 ◽

2002 ◽

Vol 49 (1) ◽

pp. 67-74 ◽

Cited By ~ 1

Author(s):

Janice C. Eberly

Keyword(s):

Cost Of Capital ◽

Risk Premia ◽

Time Varying ◽

Q Theory ◽

The Cost

Download Full-text

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

Review of Economic Dynamics ◽

10.1016/j.red.2017.10.003 ◽

2018 ◽

Vol 28 ◽

pp. 290-321 ◽

Cited By ~ 9

Author(s):

Eric T. Swanson

Keyword(s):

Risk Aversion ◽

Risk Premia ◽

Recursive Preferences

Download Full-text