Vasily Kartashov

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

  • Goethe University Frankfurt

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

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Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

Number of pages: 38 Posted: 17 Dec 2011 Last Revised: 11 Jun 2012
Olesya V. Grishchenko, Eduard Dubin and Vasily Kartashov
Board of Governors of the Federal Reserve System, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 157 (407,836)

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asset pricing, consumption-based asset pricing models, external habit, internal habit, heterogeneity, time nonseparability, general equilibrium, recursive solution

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

FEDS Working Paper No. 2012-07
Number of pages: 39 Posted: 22 Mar 2012
Olesya V. Grishchenko, Eduard Dubin and Vasily Kartashov
Board of Governors of the Federal Reserve System, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 113 (533,192)

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Consumption-based asset pricing models, external habit, internal habit, heterogeneity, time nonseparability, general equilibrium, recursive solution

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 38 Posted: 16 Sep 2012 Last Revised: 15 Aug 2017
Eduard Dubin, Olesya V. Grishchenko and Vasily Kartashov
Goethe University Frankfurt - Department of Finance, Board of Governors of the Federal Reserve System and Goethe University Frankfurt
Downloads 71 (723,067)

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consumption-based asset pricing models, external habit, internal habit, heterogeneity, time nonseparability, general equilibrium, recursive solution

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Posted: 12 Jun 2012 Last Revised: 07 Dec 2013
Eduard Dubin, Olesya V. Grishchenko and Vasily Kartashov
Goethe University Frankfurt - Department of Finance, Board of Governors of the Federal Reserve System and Goethe University Frankfurt

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asset pricing, consumption-based asset pricing models, external habit, internal habit, heterogeneity, time-nonseparability, general equilibrium, recursive solution

2.

Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities

NBER Working Paper No. w17505
Number of pages: 35 Posted: 14 Oct 2011 Last Revised: 01 May 2023
Vasily Kartashov, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt, Goethe University Frankfurt - Finance Department, and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
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