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Generalized Disappointment Aversion and Asset Prices
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/s1094-2025(03)00046-2openalex-snapshot
State-dependent preferences can explain the equity premium puzzle
inferredcites →https://doi.org/10.1111/0022-1082.00367openalex-snapshot
Mental Accounting, Loss Aversion, and Individual Stock Returns
inferredcites →https://doi.org/10.21034/wp.429openalex-snapshot
Risk Premiums in the Term Structure: Evidence from Artificial Economies
inferredcites →https://doi.org/10.2139/ssrn.204390openalex-snapshot
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
inferredcites →https://doi.org/10.2307/1913778openalex-snapshot
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
inferredcites →https://doi.org/10.3386/w4624openalex-snapshot
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums
inferredcites →https://doi.org/10.3386/w4995openalex-snapshot
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.302930openalex-extracted
Disappointment, Pessimism and the Equity Risk Premia
inferred← citeshttps://doi.org/10.1007/s11166-009-9060-6openalex-snapshot
The ostrich effect: Selective attention to information
inferred← citeshttps://doi.org/10.1016/b978-0-12-386549-6.00003-6openalex-snapshot
Making Choices in Risky Situations
inferred← citeshttps://doi.org/10.1016/j.jedc.2007.08.003openalex-snapshot
Robust control with commitment: A modification to Hansen-Sargent
inferred← citeshttps://doi.org/10.1016/j.jfineco.2004.03.009openalex-snapshot
Why Stocks May Disappoint
inferred← citeshttps://doi.org/10.1016/j.physa.2006.12.014openalex-snapshot
An agent-based approach to financial stylized facts
inferred← citeshttps://doi.org/10.1016/j.red.2009.06.005openalex-snapshot
Asset pricing in a production economy with Chew–Dekel preferences
inferred← citeshttps://doi.org/10.1016/s1573-4412(07)06061-8openalex-snapshot
Chapter 61 Intertemporal Substitution and Risk Aversion
inferred← citeshttps://doi.org/10.1057/978-1-349-95121-5_1963-1openalex-snapshot
Recursive Preferences
inferred← citeshttps://doi.org/10.1080/00036846.2010.493139openalex-snapshot
Loss aversion and the term structure of interest rates
inferred← citeshttps://doi.org/10.1111/j.1540-6261.2009.01482.xopenalex-snapshot
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes
inferred← citeshttps://doi.org/10.1111/jeea.12137openalex-snapshot
EXPECTATIONS-BASED REFERENCE-DEPENDENT PREFERENCES AND ASSET PRICING
inferred← citeshttps://doi.org/10.1162/qjec.2006.121.2.461openalex-snapshot
Institutional Investors and Stock Market Volatility
inferred← citeshttps://doi.org/10.17016/feds.2008.37openalex-snapshot
Temporal Risk Aversion and Asset Prices
inferred← citeshttps://doi.org/10.19030/jabr.v32i6.9818openalex-snapshot
What Explains The Equity Risk Premium In ASEAN Countries?
inferred← citeshttps://doi.org/10.2139/ssrn.1344584openalex-snapshot
Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices
inferred← citeshttps://doi.org/10.2139/ssrn.2188503openalex-snapshot
Are Harsh Penalties for Default Really Better?
inferred← citeshttps://doi.org/10.2139/ssrn.3553547openalex-snapshot
The Variance Risk Premium in Equilibrium Models
inferred← citeshttps://doi.org/10.2139/ssrn.442940openalex-snapshot
Institutional Investors and Stock Market Volatility
inferred← citeshttps://doi.org/10.2139/ssrn.5227773openalex-snapshot
Household Responses to Social Security Policy Risk
inferred← citeshttps://doi.org/10.2139/ssrn.652085openalex-snapshot
Heterogeneity in Preferences and Asset Market Outcomes
inferred← citeshttps://doi.org/10.2139/ssrn.653941openalex-snapshot
Equilibrium Risk Premia for Risk Seekers
inferred← citeshttps://doi.org/10.2139/ssrn.676116openalex-snapshot
Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
inferred← citeshttps://doi.org/10.2139/ssrn.772125openalex-snapshot
The 'Ostrich Effect': Selective Attention to Information About Investments
inferred← citeshttps://doi.org/10.2139/ssrn.967789openalex-snapshot
Asset Pricing in a General Equilibrium Production Economy With Chew-Dekel Risk Preferences
inferred← citeshttps://doi.org/10.2139/ssrn.986628openalex-snapshot
Asset Pricing in a Production Economy with Chew-Dekel Preferences
inferred← citeshttps://doi.org/10.24148/wp2005-20openalex-snapshot
Robust Control with Commitment: A Modification to Hansen-Sargent
inferred← citeshttps://doi.org/10.3386/w11722openalex-snapshot
Institutional Investors and Stock Market Volatility
inferred← citeshttps://doi.org/10.3386/w13220openalex-snapshot
Risk Based Explanations of the Equity Premium
inferred← citeshttps://doi.org/10.3982/ecta8219openalex-snapshot
Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior
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