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How Much Would You Pay to Resolve Long-Run Risk?
16 references·0 citing·34 second hop
How Much Would You Pay to Resolve Long-Run Risk? (2013)How Much Would You Pay to Resolve Long-Ru…Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Can Time‐Varying Risk of Rare…Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure (2010)Macroeconomic Conditions and …Consumption Strikes Back? Measuring Long‐Run Risk (2008)Consumption Strikes Back? Mea…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Psychological Expected Utility Theory and Anticipatory Feelings (2001)Psychological Expected Utilit…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Risk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Risk Aversion and Expected-ut…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…Nonexpected Utility in Macroeconomics (1990)Nonexpected Utility in Macroe…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …The equity risk premium a solution (1988)The equity risk premium a sol…Intertemporal Substitution in Consumption (1988)Intertemporal Substitution in…The equity premium: A puzzle (1985)The equity premium: A puzzleTemporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Dynamic Asset Pricing Theory. (1993)Household Finance (2006)Presidential Address: Discount Rates (2011)Short- Term Interest Rates as Predictors of Inflation (2021)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Utility Theory for Decision Making (1971)Discrete Choice Methods with Simulation (2001)Lectures on Stochastic Programming (2009)Measuring Systemic Risk (2016)American Economic Review (2019)Measuring Geopolitical Risk (2022)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)A Theory of the Term Structure of Interest Rates (1985)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Psychology and Economics: Evidence from the Field (2009)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Understanding Risk and Return (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)
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References

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  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
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  • 1990Nonexpected Utility in Macroeconomics986 cited
  • 2013Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?981 cited
  • 2001Psychological Expected Utility Theory and Anticipatory Feelings810 cited
  • 2008Consumption Strikes Back? Measuring Long‐Run Risk753 cited

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  • 2010Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure564 cited
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