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What is the impact of wealth shocks on asset allocation?
16 references·0 citing·41 second hop
What is the impact of wealth shocks on asset allocation? (2012)What is the impact of wealth shocks on as…A Consumption‐Based Explanation of Expected Stock Returns (2006)A Consumption‐Based Explanati…Labor Income and Predictable Stock Returns (2005)Labor Income and Predictable …Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (2005)Housing Collateral, Consumpti…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Status quo bias in decision making (1988)Status quo bias in decision m…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Risk Aversion Revisited (1983)Risk Aversion RevisitedAutoregressive modelling and money-income causality detection (1981)Autoregressive modelling and …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSINDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION (1975)INDIVIDUAL INVESTOR RISK AVER…Criteria for Choice Among Risky Ventures (1959)An Intertemporal Capital Asset Pricing Model (1973)The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)Why do people pay taxes? (1992)Economic foundations of cost-effectiveness analysis (1997)Inequality, Social Insurance, and Redistribution (2001)The Structure of Scientific Revolutions (1963)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)A perspective on judgment and choice: Mapping bounded rationality. (2003)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Disappointment in Decision Making Under Uncertainty (1985)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Expected Stock Returns and Variance Risk Premia (2009)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)Random matrix approach to cross correlations in financial data (2002)A tool for filtering information in complex systems (2005)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Advances in prospect theory: Cumulative representation of uncertainty (1992)
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References

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  • 1983

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Risk Aversion Revisited
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