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The Cross-Section of Household Preferences
16 references·1 citing·43 second hop
The Cross-Section of Household Preferences (2022)The Cross-Section of Household PreferencesFive Facts about Beliefs and Portfolios (2019)Five Facts about Beliefs and …Fight Or Flight? Portfolio Rebalancing by Individual Investors * (2009)Fight Or Flight? Portfolio Re…Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (2007)Down or Out: Assessing the We…Optimal life cycle asset allocation : understanding the empirical evidence (2005)Optimal life cycle asset allo…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion (2003)Stock-Market Participation, I…Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions (2003)Perspectives on Behavioral Fi…Strategic Asset Allocation (2002)Strategic Asset AllocationRisks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Portfolio Choice and Asset Pr…The nature of precautionary wealth (1997)The nature of precautionary w…Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Preference Parameters and Beh…Estimating nonlinear time-series models using simulated vector autoregressions (1993)Estimating nonlinear time-ser…Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …The equity premium: A puzzle (1985)The equity premium: A puzzleStock Market Participation and Portfolio Shares Over the Life-Cycle (2021)Stock Market Participation an…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Consumption Over the Life Cycle (2002)Portfolio Choice in the Presence of Housing (2004)Cognitive Ability and Portfolio Choice (2010)Financial Literacy, Retirement Planning and Household Wealth (2012)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)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk as feelings. (2001)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Optimum consumption and portfolio rules in a continuous-time model (1971)Common risk factors in the returns on stocks and bonds (1993)Idiosyncratic Risk Matters! (2003)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)Entrepreneurship, Frictions, and Wealth (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Household Risk Management and Optimal Mortgage Choice (2003)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Precautionary Saving in the Small and in the Large (1990)Time Discounting and Time Preference: A Critical Review (2002)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Naive Diversification Strategies in Defined Contribution Saving Plans (2001)The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior (2001)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Betting against beta (2013)
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References

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  • 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
  • 1997Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study2,399 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2002Strategic Asset Allocation1,279 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk1,042 cited
  • 2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes992 cited
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  • 2003

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Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion
486 cited
  • 2009Fight Or Flight? Portfolio Rebalancing by Individual Investors *470 cited
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    • 2021Stock Market Participation and Portfolio Shares Over the Life-Cycle17 cited