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Trubowitz, Eugene's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,503 |
Total
Citations
22 |
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1.
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Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich Wuthrich, Mario V. ETH Zurich, RiskLab, Department of Mathematics
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395
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4
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insurance, hedging, incomplete markets, utility indifference, market consistent
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2.
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Lengwiler, Yvan University of Basel - Department of Economics (WWZ) Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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212
(71,266)
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5
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Heterogeneity, equity premium puzzle, stylized facts, infinite horizon
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3.
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Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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155
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3
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factor analysis, heterogeneity, perturbation theory, general equilibrium, existence, uniqueness
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4.
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Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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152
(97,866)
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5
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idiosyncratic risk, incomplete markets, heterogeneity, equity premium, stylized facts
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5.
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Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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137
(107,025)
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incomplete markets, idiosyncratic risk, precautionary saving, investment, marginal propensity to consume
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6.
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Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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126
(114,710)
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heterogeneity, aggregation, risk aversion
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7.
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Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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96
(140,440)
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asset pricing, equilibrium, idiosyncratic risk, incomplete market, insurance, risk sharing
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8.
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Hugonnier, Julien N. Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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83
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4
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continuous-time finance, dynamic market completeness, general equilibrium theory
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9.
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Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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80
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1
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Optimal consumption stream, incomplete markets, idiosyncratic risk, convexity
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10.
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Malamud, Semyon Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene Swiss Federal Institute of Technology Zurich
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67
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heterogeneity, infinite horizon, survival, stylized facts, asset prices
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Records 1 -
10
of 10 matches
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