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Estimating Risk Preferences in the Presence of Bifurcated Wealth Dynamics: Do We Misattribute Dynamic Risk Responses to Static Risk Aversion?
16 references·0 citing·46 second hop
Estimating Risk Preferences in the Presence of Bifurcated Wealth Dynamics: Do We Misattribute Dynamic Risk Responses to Static Risk Aversion? (2011)Estimating Risk Preferences in the Presen…Stature and Status: Height, Ability, and Labor Market Outcomes (2008)Stature and Status: Height, A…Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation (2008)Do Wealth Fluctuations Genera…Consumption Commitments and Risk Preferences (2007)Consumption Commitments and R…Welfare dynamics in rural Kenya and Madagascar (2006)Welfare dynamics in rural Ken…The economics of poverty traps and persistent poverty: An asset-based approach (2006)The economics of poverty trap…Exploring poverty traps and social exclusion in South Africa using qualitative and quantitative data (2006)Exploring poverty traps and s…Sample Splitting and Threshold Estimation (2000)Sample Splitting and Threshol…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Bettors Love Skewness, Not Risk, at the Horse Track (1998)Bettors Love Skewness, Not Ri…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…Nutritional status, the capacity for work, and poverty traps (1997)Nutritional status, the capac…A Reprise of Size and R & D (1996)A Reprise of Size and R & DRisk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)An Evolutionary Theory of Economic Change. (1983)Increasing Returns and Long-Run Growth (1986)Absorptive Capacity: A New Perspective on Learning and Innovation (1990)Innovating Firms and Aggregate Innovation (2004)Innovation and Productivity Across Four European Countries (2006)Fifty Years of Empirical Studies of Innovative Activity and Performance (2010)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Resilience: New Utopia or New Tyranny? Reflection about the Potentials and Limits of the Concept of Resilience in Relation to Vulnerability Reduction Programmes (2012)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Toward a theory of resilience for international development applications (2014)Climate change through a poverty lens (2017)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Estimation of a Change Point in Multiple Regression Models (1997)Chapter 8 Growth Econometrics (2005)Remittances, financial development, and growth (2008)Fragile Families: sample and design (2001)Infection, inflammation, height, and longevity (2005)Adult Height and Childhood Disease (2009)Human Capital Development Before Age Five (2010)Inequality at Birth: Some Causes and Consequences (2011)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Risk as feelings. (2001)Asymmetric Volatility and Risk in Equity Markets (2000)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Has Financial Development Made the World Riskier? (2005)
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References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 2000Sample Splitting and Threshold Estimation2,901 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 2006The economics of poverty traps and persistent poverty: An asset-based approach1,543 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 1996A Reprise of Size and R & D1,223 cited
  • 2008Stature and Status: Height, Ability, and Labor Market Outcomes1,036 cited
  • 2008Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation573 cited
  • 2007Consumption Commitments and Risk Preferences522 cited
  • 2006Exploring poverty traps and social exclusion in South Africa using qualitative and quantitative data429 cited
  • 1998Bettors Love Skewness, Not Risk, at the Horse Track402 cited
  • 2006Welfare dynamics in rural Kenya and Madagascar

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364 cited
  • 1997Nutritional status, the capacity for work, and poverty traps307 cited
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