From Time Varying Risk-Aversion to Anomalies in Market Momentss Risk Premia

2015 ◽  
Author(s):  
Dennis Bams ◽  
Iman Honarvar ◽  
Thorsten Lehnert
Keyword(s):  
Risk Aversion ◽  
Risk Premia ◽  
Time Varying

Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals’ Asset Allocation

CFA Digest ◽  
2009 ◽  
Vol 39 (1) ◽  
pp. 86-88
Author(s):  
Christopher J. Sullivan
Keyword(s):  
Risk Aversion ◽  
Asset Allocation ◽  
Time Varying

An Irrelevance Theorem for Risk Aversion and Time-Varying Risk

2018 ◽  
Author(s):  
Andrew Y. Chen ◽  
Francisco Palomino
Keyword(s):  
Risk Aversion ◽  
Time Varying

Time Varying Default Risk Premia in Corporate Bond Markets

2007 ◽  
Author(s):  
Jan Ericsson ◽  
Redouane Elkamhi
Keyword(s):  
Default Risk ◽  
Risk Premia ◽  
Corporate Bond ◽  
Bond Markets ◽  
Time Varying

Risk aversion, risk premia, and the labor margin with generalized recursive preferences

2018 ◽  
Vol 28 ◽  
pp. 290-321 ◽  
Author(s):  
Eric T. Swanson
Keyword(s):  
Risk Aversion ◽  
Risk Premia ◽  
Recursive Preferences
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