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Measuring the US social discount rate
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Measuring the US social discount rate (2006)Measuring the US social discount rateIntermediate Financial Theory (2015)Intermediate Financial TheoryA social discount rate for Turkey (2011)A social discount rate for Tu…Measuring relative risk aversion (2006)Measuring relative risk avers…Social discount rates for six major countries (2004)Social discount rates for six…A social discount rate for France (2004)A social discount rate for Fr…The Equity Premium: Why Is It a Puzzle? (corrected) (2003)The Equity Premium: Why Is It…Project Analysis in Developing Countries (2000)Project Analysis in Developin…Risk aversion and stock price sensitivity to dividends (1997)Risk aversion and stock price…The Equity Premium: It's Still a Puzzle (1996)The Equity Premium: It's Stil…Foundations for Financial Economics. (1989)Foundations for Financial Eco…Foundations for Financial Economics (1988)Foundations for Financial Eco…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…The financial analysts journal (1960)The financial analysts journalA Mathematical Theory of Saving (1928)A Mathematical Theory of Savi…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)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)The equity premium: A puzzle (1985)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Investor mood and financial markets (2010)Avoiding the curse of dimensionality in dynamic stochastic games (2012)Chapter 14 The equity premium in retrospect (2003)Measuring Investors' Risk Appetite (2005)The Equity Premium Puzzle: A Review (2007)A Simple Nonparametric Approach to Derivative Security Valuation (1996)Asset Pricing under Asymmetric Information (2001)Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations (2001)Increasing Returns and Long-Run Growth (1986)Government Spending in a Simple Model of Endogeneous Growth (1990)The Economics of Climate Change (2007)On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation (2004)Option‐Implied Risk Aversion Estimates (2004)Financial liberalization, private investment and portfolio choice: Financialization of real sectors in emerging markets (2008)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)Time series properties of an artificial stock market (1999)Nonparametric risk management and implied risk aversion (2000)Financial Markets and the Real Economy (2005)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
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References

  • 1928A Mathematical Theory of Saving5,834 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1960The financial analysts journal1,043 cited
  • 1996The Equity Premium: It's Still a Puzzle944 cited
  • 1989Foundations for Financial Economics.831 cited
  • 1988Foundations for Financial Economics492 cited
  • 2003The Equity Premium: Why Is It a Puzzle? (corrected)165 cited
  • 2015Intermediate Financial Theory124 cited
  • 2004Social discount rates for six major countries97 cited
  • 2000Project Analysis in Developing Countries80 cited
  • 2004A social discount rate for France43 cited
  • 2006Measuring relative risk aversion36 cited
  • 1997Risk aversion and stock price sensitivity to dividends23 cited
  • 2011A social discount rate for Turkey22 cited

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