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Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates
16 references·3 citing·44 second hop
Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates (2012)Rare Disasters, Tail-Hedged Investments, …Pricing the Planet's Future: The Economics of Discounting in an Uncertain World (2012)Pricing the Planet's Future: …On the Valuation of Long-Dated Assets (2012)On the Valuation of Long-Date…Estimates of the Social Cost of Carbon: Background and Results from the RICE-2011 Model (2011)Estimates of the Social Cost …The Social Cost of Carbon (2010)The Social Cost of CarbonThe equity premium: a puzzle (2010)The equity premium: a puzzleHow should the distant future be discounted when discount rates are uncertain? (2010)How should the distant future…An Even Sterner Review: Introducing Relative Prices into the Discounting Debate (2008)An Even Sterner Review: Intro…A question of balance: weighing the options on global warming policies (2008)A question of balance: weighi…The Equity Premium Puzzle: A Review (2007)The Equity Premium Puzzle: A …Subjective Expectations and Asset-Return Puzzles (2007)Subjective Expectations and A…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…The Equity Premium in Retrospect (2003)The Equity Premium in Retrosp…Consumption-Based Asset Pricing (2003)Consumption-Based Asset Prici…Consumption-Based Asset Pricing (2002)Consumption-Based Asset Prici…The equity premium: A puzzle (1985)The equity premium: A puzzleAsset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS (2023)FOUR FACTS ABOUT ESG BELIEFS …Uncertainties Influencing Transportation System Performances (2022)Uncertainties Influencing Tra…Climate Finance (2020)Climate FinanceDynamic Asset Pricing Theory. (1993)Power Laws in Economics and Finance (2008)Limitations of integrated assessment models of climate change (2009)The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment (2012)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)A Theory of the Term Structure of Interest Rates (1985)The marginal utility of income (2008)The Worldwide Equity Premium: A Smaller Puzzle (2008)A Treatise of Human Nature (1739)A Mathematical Theory of Saving (1928)The Economics of Climate Change: The Stern Review (2007)Developing a Social Cost of Carbon for US Regulatory Analysis: A Methodology and Interpretation (2013)Endogenous Growth, Convexity of Damage and Climate Risk: How Nordhaus' Framework Supports Deep Cuts in Carbon Emissions (2015)Quantifying the economic risks of climate change (2017)Risk Aversion in the Small and in the Large (1964)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Global warming: Improve economic models of climate change (2014)Air quality co-benefits of carbon pricing in China (2018)The Impact of a Carbon Tax on Inequality (2019)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Presidential Address: Discount Rates (2011)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)An Intertemporal Capital Asset Pricing Model (1973)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Why the Far-Distant Future Should Be Discounted at Its Lowest Possible Rate (1998)Gamma Discounting (2001)Discounting the distant future: how much do uncertain rates increase valuations? (2003)Targets for global climate policy: An overview (2013)Monetary valuation of the social cost of CO 2 emissions: A critical survey (2015)Social, Economic, and Ethical Concepts and Methods (2015)Crises and Recoveries in an Empirical Model of Consumption Disasters (2013)The Nature of Countercyclical Income Risk (2014)The Economic Effects of Climate Change (2009)Temperatures and cyclones strongly associated with economic production in the Caribbean and Central America (2010)Transition to Clean Technology (2016)
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References

  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2008A question of balance: weighing the options on global warming policies1,239 cited
  • 2008An Even Sterner Review: Introducing Relative Prices into the Discounting Debate476 cited
  • 2007Subjective Expectations and Asset-Return Puzzles385 cited
  • 2010The equity premium: a puzzle366 cited
  • 2010How should the distant future be discounted when discount rates are uncertain?320 cited
  • 2010The Social Cost of Carbon276 cited
  • 2003The Equity Premium in Retrospect260 cited
  • 2002Consumption-Based Asset Pricing239 cited
  • 2011Estimates of the Social Cost of Carbon: Background and Results from the RICE-2011 Model169 cited
  • 2012Pricing the Planet's Future: The Economics of Discounting in an Uncertain World155 cited
  • 2003Consumption-Based Asset Pricing144 cited
  • 2007The Equity Premium Puzzle: A Review77 cited
  • 2012On the Valuation of Long-Dated Assets

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51 cited

Cited by

  • 2023FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS38 cited
  • 2020Climate Finance33 cited
  • 2022Uncertainties Influencing Transportation System Performances9 cited