Vasily Kartashov

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

132

CITATIONS
Rank 28,817

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Top 28,817

in Total Papers Citations

8

Scholarly Papers (3)

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 58 (295,659)
Citation 2

Abstract:

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

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 57 (298,238)
Citation 2

Abstract:

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

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

Abstract:

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
Goethe University Frankfurt, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science
Downloads 16 (440,949)
Citation 3

Abstract:

3.

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

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 649-676, 2013
Number of pages: 28 Posted: 30 Aug 2013
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science and Goethe University Frankfurt
Downloads 0 (532,463)
Citation 3

Abstract: