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Time-Varying Relative Risk Aversion: Mechanisms and Evidence

https://doi.org/10.2139/ssrn.3559887
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LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
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Business cycles in emerging economies: the role of interest rates
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Precautionary saving and portfolio allocation: DP by GMM
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Labour Relations and Asset Returns
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Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated
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Income Risk and Portfolio Choice: An Empirical Study
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Quantile Treatment Effects in the Presence of Covariates
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Real Business Cycles in Emerging Countries?
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Risk Aversion and the Labor Margin in Dynamic Equilibrium Models
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A New Method of Estimating Risk Aversion
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Heterogeneity and Aggregation: Implications for Labor-Market Fluctuations
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Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
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Generalized Reduced Rank Tests Using the Singular Value Decomposition
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Dynamic Asset Allocation with Stochastic Income and Interest Rates
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Time-Separable Preferences and Intertemporal-Substitution Models of Business Cycles
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Behavior Towards Risk with Many Commodities
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Lifetime Portfolio Selection By Dynamic Stochastic Programming
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Business Cycles in Emerging Economies: The Role of Interest Rates
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The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
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Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model
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Standard Risk Aversion
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