Vasily Kartashov

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

3

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190

SSRN CITATIONS
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Top 30,269

in Total Papers Citations

2

CROSSREF CITATIONS

20

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 64 (360,236)

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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

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 61 (369,496)

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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

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 42 (437,886)

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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
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 23 (519,623)

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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
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