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Essays in Behavioral Economics and Risk Management
16 references·0 citing·48 second hop
Essays in Behavioral Economics and Risk Management (2010)Essays in Behavioral Economics and Risk M…Paying Not to Go to the Gym (2006)Paying Not to Go to the GymProjection Bias in Predicting Future Utility (2003)Projection Bias in Predicting…Modelling Dependence with Copulas and Applications to Risk Management (2003)Modelling Dependence with Cop…RETRACTED: Procrastination, Deadlines, and Performance: Self-Control by Precommitment (2002)RETRACTED: Procrastination, D…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior (2001)The Power of Suggestion: Iner…The distribution of realized stock return volatility (2001)The distribution of realized …Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…On Default Correlation (2000)On Default CorrelationFrom Homo Economicus to Homo Sapiens (2000)From Homo Economicus to Homo …Doing It Now or Later (1999)Doing It Now or LaterThe Winner-Take-All Society (1996)The Winner-Take-All SocietyA Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Choice under Conflict: The Dynamics of Deferred Decision (1992)Choice under Conflict: The Dy…The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…Hindsight-foresight: The effect of outcome knowledge on judgment under uncertainty. (1974)Hindsight-foresight: The effe…An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Pair-copula constructions of multiple dependence (2007)The Econometrics of Financial Markets (2012)The Behavior of Stock-Market Prices (1965)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)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Myopia and Inconsistency in Dynamic Utility Maximization (1955)Golden Eggs and Hyperbolic Discounting (1997)What Do Laboratory Experiments Measuring Social Preferences Reveal About the Real World? (2007)Risk and Time Preferences: Linking Experimental and Household Survey Data from Vietnam (2010)When and Why Incentives (Don't) Work to Modify Behavior (2011)Toward a positive theory of consumer choice (1980)A Theory of Rational Addiction (1988)Anomalies: The Endowment Effect, Loss Aversion, and Status Quo Bias (1991)Discrete Choice Methods with Simulation (2001)Time Discounting and Time Preference: A Critical Review (2002)A Model of Reference-Dependent Preferences (2006)Self-regulation and depletion of limited resources: Does self-control resemble a muscle? (2000)Procrastination: Associations with achievement goal orientation and learning strategies (2007)Does self-control predict financial behavior and financial well-being? (2017)Self-Control and Academic Achievement (2019)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)International Asset Allocation With Regime Shifts (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Risk: Modeling, Valuation and Hedging (2004)Copula Modeling: An Introduction for Practitioners (2007)Quantitative Risk Management (2011)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)The Economic Importance of Financial Literacy: Theory and Evidence (2014)Understanding Relationships Using Copulas (1998)Goodness-of-fit tests for copulas: A review and a power study (2007)The t Copula and Related Copulas (2007)Organizational Social Capital and Employment Practices (1999)Experimental Study of Inequality and Unpredictability in an Artificial Cultural Market (2006)Top Incomes in the Long Run of History (2011)
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References

  • 1999Doing It Now or Later3,127 cited
  • 2001The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior2,732 cited
  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 2001The distribution of realized stock return volatility2,264 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2002RETRACTED: Procrastination, Deadlines, and Performance: Self-Control by Precommitment1,266 cited
  • 2000On Default Correlation1,257 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2006Paying Not to Go to the Gym1,187 cited
  • 1996The Winner-Take-All Society1,165 cited
  • 2003Projection Bias in Predicting Future Utility1,116 cited
  • 2003Modelling Dependence with Copulas and Applications to Risk Management1,056 cited
  • 1992Choice under Conflict: The Dynamics of Deferred Decision1,013 cited
  • 2000From Homo Economicus to Homo Sapiens920 cited
  • 1974Hindsight-foresight: The effect of outcome knowledge on judgment under uncertainty.801 cited
  • 1986

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The Joy of Copulas: Bivariate Distributions with Uniform Marginals
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