Pages that link to "Item:Q3401191"
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The following pages link to Rare Disasters and Asset Markets in the Twentieth Century* (Q3401191):
Displaying 26 items.
- Analytic solving of asset pricing models: the by force of habit case (Q2654418) (← links)
- Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
- Price impact in Nash equilibria (Q2697496) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- Portfolio selection with higher moments (Q3568905) (← links)
- Learning about Rare Disasters: Implications For Consumption and Asset Prices* (Q4554736) (← links)
- Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (Q4962973) (← links)
- Rare Disasters and Exchange Rates * (Q4963053) (← links)
- Probability weighting and default risk: a possible explanation for distressed stock puzzles (Q4991055) (← links)
- Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378) (← links)
- Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- COMMENT ON “SKEWNESS‐AWARE ASSET ALLOCATION” (Q5416707) (← links)
- Foreseen risks (Q6072252) (← links)
- On current and future carbon prices in a risky world (Q6106635) (← links)
- INVESTIGATION OF FINANCIAL BUBBLE MATHEMATICAL MODEL UNDER FRACTAL-FRACTIONAL CAPUTO DERIVATIVE (Q6114688) (← links)
- Monetary policy, redistribution, and risk premia (Q6536469) (← links)
- Mitigating disaster risks in the age of climate change (Q6536589) (← links)
- Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)
- Measuring tail risk (Q6554228) (← links)
- Idiosyncratic risk and the equity premium (Q6596161) (← links)
- Disaster learning and aggregate investment (Q6604760) (← links)
- Asset diversification versus climate action (Q6616580) (← links)
- Monetary policy under natural disaster shocks (Q6616588) (← links)
- Implications of Return Predictability for Consumption Dynamics and Asset Pricing (Q6626329) (← links)
- Ambiguity, information processing, and financial intermediation (Q6664584) (← links)