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Asset Returns and Intertemporal Preferences. (1991). Stambaugh, Robert ; Kandel, Shmuel.
In: NBER Working Papers.
RePEc:nbr:nberwo:3633.

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  12. The Levered Equity Risk Premium and Credit Spreads: A Unified Framework. (2018). Bhamra, Harjoat Singh ; Strebulaev, Ilya ; Kuehn, Lars-Alexander.
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  13. Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Koo, Hyeng Keun ; Jeon, Junkee ; Choi, Kyoung Jin.
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  20. Comparison of Different Water Supply Risk Management Tools for Irrigators: Option Contracts and Insurance. (2016). Calatrava, Javier ; Garrido, Alberto ; Rey, Dolores.
    In: Environmental & Resource Economics.
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  21. Equity Premium in Serbia: A Different Kind of Puzzle?. (2015). Bozovic, Milos .
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    RePEc:mgt:micp15:153-167.

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  22. Cash flow and risk premium dynamics in an equilibrium asset-pricing model with recursive preferences. (2015). Doh, Taeyoung ; Wu, Shu.
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    RePEc:fip:fedkrw:rwp15-12.

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  23. Good and bad uncertainty: Macroeconomic and financial market implications. (2015). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan.
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    RePEc:eee:jfinec:v:117:y:2015:i:2:p:369-397.

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  24. An Intertemporal CAPM with Stochastic Volatility. (2015). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert .
    In: CEPR Discussion Papers.
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  25. A Proposed Model to Behaviourally Pricing Risk. (2014). Peeperkorn, Jacques.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:6:y:2014:i:6:p:477-487.

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  26. Good and Bad Uncertainty: Macroeconomic and Financial Market Implications. (2014). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan.
    In: 2014 Meeting Papers.
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  27. Under-investment in a Profitable Technology: The Case of Seasonal Migration in Bangladesh. (2014). Mobarak, Ahmed ; Chowdhury, Shyamal ; Bryan, Gharad.
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  28. Asset pricing and the role of macroeconomic volatility. (2014). Giannikos, Christos ; d'Addona, Stefano ; Daddona, Stefano.
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  29. Habit Formation and Risk-free Rate Puzzle. (2014). Choi, Wonnho .
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  30. Countercyclical currency risk premia. (2014). Roussanov, Nikolai ; Verdelhan, Adrien ; Lustig, Hanno.
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    RePEc:eee:jfinec:v:111:y:2014:i:3:p:527-553.

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  31. How Much Would You Pay to Resolve Long-Run Risk?. (2014). Strzalecki, Tomasz ; Farhi, Emmanuel ; Epstein, Larry.
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  33. Long‐Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework. (2013). Ma, Jun.
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    RePEc:wly:jmoncb:v:45:y:2013:i:1:p:121-145.

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  34. What do Nominal Rigidities and Monetary Policy tell us about the Real Yield Curve?. (2013). Palomino, Francisco ; Hsu, Alex .
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  35. How Much Would You Pay to Resolve Long-Run Risk?. (2013). Strzalecki, Tomasz ; Farhi, Emmanuel ; Epstein, Larry.
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  36. Risk, Uncertainty, and Expected Returns. (2013). Zhou, Hao ; Bali, Turan G..
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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  37. Equity yields. (2013). van Binsbergen, Jules ; Vrugt, Evert ; Hueskes, Wouter ; Koijen, Ralph.
    In: Journal of Financial Economics.
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  38. Uncertainty about welfare effects of consumption fluctuations. (2013). Houssa, Romain.
    In: European Economic Review.
    RePEc:eee:eecrev:v:59:y:2013:i:c:p:35-62.

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  39. Risk aversion in the large and in the small. (2013). Haug, Jorgen ; Hens, Thorsten ; Woehrmann, Peter.
    In: Economics Letters.
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  40. Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges.
    In: Economic Modelling.
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    In: Boston University - Department of Economics - Working Papers Series.
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  42. The GEL estimates resolve the risk-free rate puzzle in Japan. (2012). Noda, Akihiko ; Ito, Mikio.
    In: Applied Financial Economics.
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  43. Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis. (2012). Veryzhenko, Iryna ; Mathieu, Philippe ; Brandouy, Olivier.
    In: Lecture Notes in Economics and Mathematical Systems.
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    In: 2012 Meeting Papers.
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    In: NBER Working Papers.
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  46. An Extension of the Consumption-based CAPM Model. (2012). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric.
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  47. Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis. (2012). Veryzhenko, Iryna ; Mathieu, Philippe ; Brandouy, Olivier.
    In: Post-Print.
    RePEc:hal:journl:halshs-02048765.

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  48. Risk Aversion Impact on Investment Strategy Performance: A Multi Agent-Based Analysis. (2012). Brandouy, Olivier ; Mathieu, Philippe ; Veryzhenko, Iryna.
    In: Post-Print.
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  49. Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion. (2012). Oduncu, Arif.
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  51. Equity risk premium and time horizon: what do the U.S. secular data say?. (2012). Prat, Georges.
    In: Working Papers.
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  52. A dynamic small open economy model with involuntary unemployment. (2011). Janko, Zuzana .
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  53. Can consumption-based asset pricing models explain the cross-section of investment funds returns?. (2011). Auer, Benjamin .
    In: Applied Financial Economics.
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  54. Strategic risk aversion. (2011). Shaffer, Sherrill.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:13:p:949-956.

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  55. ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY. (2011). Giannikos, Christos ; d'Addona, Stefano.
    In: Working Papers.
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    In: Discussion Papers.
    RePEc:hhs:nhhfms:2011_012.

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  58. Risk, uncertainty, and expected returns. (2011). Zhou, Hao ; Bali, Turan G..
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    RePEc:fip:fedgfe:2011-45.

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  59. Long-run risk in durable consumption. (2011). Yang, Wei.
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    RePEc:eee:jfinec:v:102:y:2011:i:1:p:45-61.

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  60. Price uncertainty, saving, and welfare. (2011). Nocetti, Diego ; Smith, William T..
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    RePEc:eee:dyncon:v:35:y:2011:i:7:p:1139-1149.

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  61. Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available. (2011). Roche, Herve .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:80-96.

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  62. Tamaño óptimo del gasto público colombiano: una aproximación desde la teoría del crecimiento endógeno. (2011). Castrillon, Cristian ; Alvis, Camilo .
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  63. Ambiguity, Learning, and Asset Returns. (2010). Miao, Jianjun ; ju, nengjiu.
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  64. STOCK PRICE VOLATILITY, NEGATIVE AUTOCORRELATION AND THE CONSUMPTION-WEALTH RATIO: THE CASE OF CONSTANT FUNDAMENTALS. (2010). Leung, Charles ; Chen, Nan-Kuang ; Charles Ka Yui Leung, .
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  67. Ambiguity, Learning, and Asset Returns. (2009). Miao, Jianjun ; ju, nengjiu.
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  68. Explaining the equity premium in Hong Kong with C-CAPM: The use of emigration growth as an instrument. (2009). Tam, Henry ; Lai, Liona .
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  69. Predictable returns and asset allocation: Should a skeptical investor time the market?. (2009). Wachter, Jessica ; Warusawitharana, Missaka.
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  70. Habit persistence and stagnation. (2009). Johdo, Wataru.
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  71. Welfare cost of inflation in a stochastic balanced growth model. (2009). Kenc, Turalay ; Dibooglu, Selahattin.
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  72. Preferences with frames: A new utility specification that allows for the framing of risks. (2009). HUANG, MING ; Barberis, Nicholas.
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  73. Explaining the characteristics of the power (CRRA) utility family. (2008). Wakker, Peter P.
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  78. STRATEGIC RISK AVERSION. (2008). Shaffer, Sherrill.
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  79. The welfare economics of macroeconomics and chooser-dependent, non-expected utility preferences: A Senian critique with an application to the costs of the business cycle. (2008). Hannsgen, Greg.
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  80. The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences. (2008). Isaenko, Sergei.
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  81. The market price of risk and the equity premium: A legacy of the Great Depression?. (2008). Sargent, Thomas ; Cogley, Timothy.
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  82. A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion. (2008). Kandel, Shmuel ; Kuznitz, Arik ; Fos, Vyacheslav.
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  83. A THEORETICAL AND PRACTICAL PERSPECTIVE ON THE EQUITY RISK PREMIUM. (2008). Salomons, Roelof.
    In: Journal of Economic Surveys.
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  84. Asset Pricing in a Production Economy with Chew-Dekel Preferences. (2007). Veldkamp, Laura ; Clementi, Gian Luca ; Campanale, Claudio ; Castro, Rui.
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  85. Asset Pricing in a Production Economy with Chew-Dekel Preferences. (2007). Castro, Rui ; Clementi, Gian Luca ; Campanale, Claudio.
    In: Working Paper series.
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  86. Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences. (2007). Castro, Rui ; Campanale, Claudio ; Clementi, Gian Luca.
    In: 2007 Meeting Papers.
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  87. Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?. (2007). Wachter, Jessica ; Warusawitharana, Missaka.
    In: NBER Working Papers.
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  88. Are the Costs of the Business Cycle Trivially Small?. (2007). Hannsgen, Greg.
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  89. On the Economic Link Between Asset Prices and Real Activity. (2007). Rodriguez, Rosa ; Pea, Juan Ignacio.
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  90. Consumption Commitments and Risk Preferences. (2006). Szeidl, Adam ; Chetty, Raj.
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  91. The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle. (2006). HUANG, MING ; Barberis, Nicholas.
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  92. Equity Premia with Benchmark Levels of Consumption: Closed-Form Results. (2006). Abel, Andrew.
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  93. Provider choice of quality and surplus. (2006). Zeckhauser, Richard ; Eggleston, Karen ; Miller, Nolan.
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  94. Intrinsic Cycles of Land Price: A Simple Model. (2006). Leung, Charles ; Chen, Nan-Kuang.
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  95. RATIONAL UNDERDEVELOPMENT. (2006). Desmet, Klaus ; Ortin, Ignacio Ortuo .
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  96. Some Determinants of Corporate Risk Aversion. (2006). Bickel, Eric J.
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  98. Rejecting small gambles under expected utility. (2006). Serrano, Roberto ; Palacios-Huerta, Ignacio.
    In: Economics Letters.
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  99. Equilibrium consumption and precautionary savings in a stochastically growing economy. (2006). Turnovsky, Stephen J ; Smith, William T..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:2:p:243-278.

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  100. On the economic link between asset prices and real activity. (2006). Pena, Juan Ignacio ; Rodriguez, Rosa.
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  101. RISK‐AVERSION, OPTIMAL LEVERAGE AND THE INVESTMENT–UNCERTAINTY RELATION. (2006). Femminis, Gianluca.
    In: Metroeconomica.
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  102. Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?. (2006). Kubler, Felix ; Krueger, Dirk.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:737-755.

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  103. Pareto improving social security reform when financial markets are incomplete!?. (2005). Kubler, Felix ; Krueger, Dirk.
    In: CFS Working Paper Series.
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  104. An Estimate of the Elasticity of Intertemporal Substitution in a Production Economy. (2005). Harashima, Taiji.
    In: Macroeconomics.
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  105. Information Quality and Stock Returns Revisited. (2005). d'Addona, Stefano ; Brevik, Frode.
    In: Finance.
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  106. Information Quality and Stock Returns Revisited. (2005). d'Addona, Stefano ; Brevik, Frode.
    In: University of St. Gallen Department of Economics working paper series 2005.
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  107. Financial Markets and the Real Economy. (2005). Cochrane, John.
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  108. Can the desire to conserve our natural resources be self-defeating?. (2005). Smith, William ; Son, Young Seob.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:49:y:2005:i:1:p:52-67.

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  109. Interpretable asset markets?. (2005). Yaron, Amir ; Bansal, Ravi ; Khatchatrian, Varoujan.
    In: European Economic Review.
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  110. Explaining The Equity Risk Premium. (2005). Minford, A. Patrick ; Lungu, Laurian.
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  111. Intrinsic Cycles of Land Price: A Simple Model. (2005). Leung, Charles ; Chen, Nan-Kuang.
    In: Discussion Papers.
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  112. The Market Price of Risk and the Equity Premium. (2005). Sargent, Thomas ; Cogley, Tim W.
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  113. The Market Price of Risk and the Equity Premium. (2005). Sargent, Thomas ; Cogley, Timothy ; ThomasJ. Sargent, .
    In: Working Papers.
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  114. The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply. (2004). Bianconi, Marcelo.
    In: Discussion Papers Series, Department of Economics, Tufts University.
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  115. Accounting for Human Capital and Weak Identification in Evaluating the Esptein-Zin-Weil Non-Expected Utility Model of Asset Pricing. (2004). Zhang, Qiang.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2004cf289.

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  116. Equity Premiums In Small Open Economy. (2004). Douch, Mohamed.
    In: MPRA Paper.
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  117. An econometric model of serial correlation and illiquidity in hedge fund returns. (2004). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:3:p:529-609.

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  118. On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach. (2004). Brandt, Michael W. ; Kang, Qiang .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:72:y:2004:i:2:p:217-257.

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  119. Bailout and conglomeration. (2004). Kim, Se-Jik.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:71:y:2004:i:2:p:315-347.

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  120. FOREX risk premia and policy uncertainty: a recursive utility analysis. (2004). Kenc, Turalay ; Evans, Lynne .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:1:p:1-24.

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  121. Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice. (2004). Kenc, Turalay.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:8:p:1511-1539.

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  122. Equilibrium stock return dynamics under alternative rules of learning about hidden states. (2004). Zhang, Lu.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:10:p:1925-1954.

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  123. Capital Income Taxes and Growth in a Stochastic Economy: A Numerical Analysis of the Role of Risk Aversion and Intertemporal Substitution. (2004). Turnovsky, Stephen J ; Giuliano, Paola ; Chatterjee, Santanu.
    In: Journal of Public Economic Theory.
    RePEc:bla:jpbect:v:6:y:2004:i:2:p:277-310.

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  124. Underwater Options and the Dynamics of Executive Pay‐to‐Performance Sensitivities. (2004). Knox, Thomas A. ; Hall, Brian J..
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:42:y:2004:i:2:p:365-412.

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  125. Can Market Incompleteness Resolve Asset Pricing Puzzles?. (2004). Freeman, Mark C.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:31:y:2004:i:7-8:p:927-949.

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  126. Can Market Incompleteness Resolve Asset Pricing Puzzles?. (2004). Freeman, Mark C..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:31:y:2004-09:i:7-8:p:927-949.

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  127. An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance. (2003). Semenov, Andrei .
    In: Working Papers.
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  128. Happiness Maintenance and Asset Prices. (2003). Falato, Antonio.
    In: Finance.
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  129. A New Method of Estimating Risk Aversion. (2003). Chetty, Raj.
    In: NBER Working Papers.
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  130. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. (2003). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
    In: NBER Working Papers.
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  131. The Equity Premium in Retrospect. (2003). Prescott, Edward ; Mehra, Rajnish.
    In: NBER Working Papers.
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  132. The Equity Premium: Why is it a Puzzle?. (2003). Mehra, Rajnish.
    In: NBER Working Papers.
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  133. An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns. (2003). Lo, Andrew ; Makarov, Igor ; Getmansky, Mila.
    In: Working papers.
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  134. Intertemporal substitution, risk aversion, and economic performance in a stochastically growing open economy. (2003). Turnovsky, Stephen J ; Giuliano, Paola.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:4:p:529-556.

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  135. Consumption-based asset pricing. (2003). Campbell, John Y..
    In: Handbook of the Economics of Finance.
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  136. An MCDM analysis of agricultural risk aversion. (2003). riesgo, laura ; Gomez-Limon, Jose A. ; Arriaza, Manuel .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:151:y:2003:i:3:p:569-585.

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  137. Rejecting Small Gambles Under Expected Utility. (2003). Volij, Oscar ; Serrano, Roberto ; Palacios-Huerta, Ignacio.
    In: Economics Working Papers.
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  138. Interpretable Asset Markets?. (2002). Yaron, Amir ; Bansal, Ravi ; Khatachtrian, Varoujan.
    In: NBER Working Papers.
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  139. Managing Option Fragility. (2002). Hall, Brian J. ; Knox, Thomas A..
    In: NBER Working Papers.
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  140. Can output explain the predictability and volatility of stock returns?. (2002). Restoy, Fernando ; Rodriguez, Rosa ; Pena, Ignacio J..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:2:p:163-182.

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  141. Stock options for undiversified executives. (2002). Murphy, Kevin ; Hall, Brian J..
    In: Journal of Accounting and Economics.
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  142. An exploration of the effects of pessimism and doubt on asset returns. (2002). Abel, Andrew.
    In: Journal of Economic Dynamics and Control.
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  143. Equilibrium Cross-Section of Returns. (2002). Zhang, Lu ; Gomes, João.
    In: CEPR Discussion Papers.
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  144. The Rate of Risk Aversion May Be Lower Than You Think. (2002). Jacobs, Kris.
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  145. RISK AVERSION, UNCERTAINTY AVERSION, AND VARIATION AVERSION IN APPLIED COMMODITY PRICE ANALYSIS. (2002). Frechette, Darren L. ; Wen, Fang-I, .
    In: 2002 Conference, April 22-23, 2002, St. Louis, Missouri.
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  146. Agricultural Risk Aversion Revisited: A Multicriteria Decision-Making Approach. (2002). Riesgo, Laura ; Gomez-Limon, Jose A. ; Arriaza, Manuel .
    In: 2002 International Congress, August 28-31, 2002, Zaragoza, Spain.
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  148. Risk Aversion and Expected-Utility Theory: A Calibration Theorem. (2001). Rabin, Matthew.
    In: Method and Hist of Econ Thought.
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  149. Diminishing Marginal Utility of Wealth Cannot Explain Risk Aversion. (2001). Rabin, Matthew.
    In: Game Theory and Information.
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  150. IntertemporalSubstitution, Risk Aversion, and Economic Performance in a StocashticallyGrowing Open Economy. (2001). Turnovsky, Stephen J ; Giuliano, Paola.
    In: Computing in Economics and Finance 2001.
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  151. Expected Returns and Habit Persistence.. (2001). Li, Yuming.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:14:y:2001:i:3:p:861-99.

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  152. An Exploration of the Effects of Pessimism and Doubt on Asset Returns. (2001). Abel, Andrew.
    In: NBER Working Papers.
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  153. An exploration of the effects of pessimism and doubt on asset returns.. (2001). Abel, Andrew.
    In: Working Papers.
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  154. Stock price volatility and equity premium. (2001). Brennan, Michael ; Xia, Yihong .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:47:y:2001:i:2:p:249-283.

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  155. Ambiguity, Learning, and Asset Returns. (2001). Miao, Jianjun ; ju, nengjiu.
    In: Boston University - Department of Economics - Working Papers Series.
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  156. Growth and Welfare Effects of Monetary Volatility.. (2001). Kenc, Turalay ; Evans, Lynne .
    In: Manchester School.
    RePEc:bla:manchs:v:69:y:2001:i:5:p:509-33.

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  157. Anomalies: Risk Aversion. (2001). Thaler, Richard ; Rabin, Matthew.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:1:p:219-232.

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  158. Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy. (2000). Turnovsky, Stephen J ; Giuliano, Paola.
    In: Working Papers.
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  159. Diminishing Marginal Utility of Wealth Cannot Explain Risk Aversion.. (2000). Rabin, Matthew.
    In: Economics Working Papers.
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  160. Risk Aversion and Expected-Utility Theory: A Calibration Theorem.. (2000). Rabin, Matthew.
    In: Economics Working Papers.
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  161. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2000). Yaron, Amir ; Bansal, Ravi.
    In: NBER Working Papers.
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  162. Asset Pricing at the Millennium. (2000). Campbell, John.
    In: NBER Working Papers.
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  163. Intertemporal Substitution, Risk Aversion, and Economic Performance in a Stochastically Growing Open Economy. (2000). Turnovsky, Stephen J ; Giuliano, Paola.
    In: Discussion Papers in Economics at the University of Washington.
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  164. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
    In: Staff Report.
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  165. Short-Run Costs of Financial Market Development in Industrialized Economies. (2000). Lindh, Thomas.
    In: Eastern Economic Journal.
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  166. Risk-sensitive real business cycles. (2000). Tallarini, Thomas.
    In: Journal of Monetary Economics.
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  167. Why do stocks and consumption imply such different gains from international risk sharing?. (2000). Lewis, Karen K..
    In: Journal of International Economics.
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  168. Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation. (2000). Xia, Yihong .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  169. Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?. (2000). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-sang.
    In: American Economic Review.
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  170. Tail Estimation and Catastrophe Security Pricing: Can We Tell What Target We Hit if We Are Shooting in the Dark?. (1999). Moore, James F..
    In: Center for Financial Institutions Working Papers.
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  171. Overreaction of Asset Prices in General Equilibrium. (1999). Gertler, Mark ; Aiyagari, S..
    In: Review of Economic Dynamics.
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  172. Risk, the Spirit of Capitalism and Growth: The Implications of a Preference for Capital. (1999). Smith, William T..
    In: Journal of Macroeconomics.
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  173. Finite sample properties of tests of the Epstein-Zin asset pricing model. (1999). Smith, David C..
    In: Journal of Econometrics.
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  174. Volatility and Investment: Interpreting Evidence from Developing Countries.. (1999). Marion, Nancy ; Aizenman, Joshua.
    In: Economica.
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  175. The mean-variance model with capital controls and expectations formation. A test on German portfolio data. (1998). Jansen, W. Jos.
    In: Applied Financial Economics.
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  176. Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?. (1998). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-sang.
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  177. Overreaction of Asset Prices in General Equilibrium. (1998). Gertler, Mark ; Aiyagari, S..
    In: NBER Working Papers.
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  178. Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?. (1998). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-sang.
    In: NBER Working Papers.
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  179. Where is the Market Going? Uncertain Facts and Novel Theories. (1998). Cochrane, John.
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  180. Ex-Ante Real Rates and Inflation Premiums: A Consumption-Based Approach.. (1998). Kandel, Shmuel ; Balsam, Ayelet ; Levy, Ori .
    In: Rodney L. White Center for Financial Research Working Papers.
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  181. The consumption-based capital asset pricing model: International evidence. (1998). HASAN, IFTEKHAR ; Evans, Paul.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:8:y:1998:i:1:p:1-21.

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  182. Growth effect of taxes in an endogenous growth model: to what extent do taxes affect economic growth?. (1998). Kim, Se-Jik.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:23:y:1998:i:1:p:125-158.

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  183. The implications of first-order risk aversion for asset market risk premiums. (1997). Hodrick, Robert ; Bekaert, Geert ; Marshall, D ; Bekaert, G. R. J., .
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  184. The implications of first-order risk aversion for asset market risk premiums. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, G. R. J., .
    In: Discussion Paper.
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  185. Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?. (1997). Mark, Nelson ; Cecchetti, Stephen ; P-s. Lam, .
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  186. The implications of first-order risk aversion for asset market risk premiums. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
    In: Journal of Monetary Economics.
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  187. The informational value of insurance purchases: Evidence from the property-liability insurance market. (1997). Cather, David A. ; Ligon, James A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:7:p:989-1016.

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  188. A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem. (1997). Campbell, John ; Koo, Hyeng Keun.
    In: Journal of Economic Dynamics and Control.
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  189. Anomalies: The Equity Premium Puzzle. (1997). Thaler, Richard ; Siegel, Jeremy J.
    In: Journal of Economic Perspectives.
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  190. Are German stock and bond returns consistent with equilibrium asset pricing? A calibration exercise using recursive non-expected utility. (1996). Meyer, Bernd .
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  191. Consumption and the Stock Market: Interpreting International Experience. (1996). Campbell, John.
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  192. Consumption, Stock Returns, and the Gains from International Risk-Sharing. (1996). Lewis, Karen K..
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  193. Consumption, stock returns, and the gains from international risk-sharing. (1996). Lewis, Karen K..
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  194. Unconventional preferences: do they explain foreign exchange risk premia?. (1996). Sibert, Anne.
    In: Journal of International Money and Finance.
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  195. Asset pricing models with and without consumption data: An empirical evaluation. (1996). Kim, Dongcheol ; HARDOUVELIS, GIKAS ; Wizman, Thierry A..
    In: Journal of Empirical Finance.
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  196. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

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  197. Taxes, uncertainty, and long-term growth. (1996). Smith, William T..
    In: European Economic Review.
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  198. Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time. (1996). Smith, William T..
    In: Economics Letters.
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  199. Reconciling the term structure of interest rates with the consumption-based ICAP model. (1996). Marrinan, Jane ; Canova, Fabio.
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