Ithaca, NY 14853
Cornell University - Samuel Curtis Johnson Graduate School of Management
in Total Papers Downloads
in Total Papers Citations
Credit risk, credit spread puzzle, time varying risk premia, jumps and stochastic asset volatility
prospect theory, asset pricing, skewness, under-diversification
risk aversion, framing, loss aversion, stock market participation, equity premium
risk aversion, framing, loss aversion, stock market participation
loss aversion, narrow framing, equity premium
behavioral finance, diversification, equity premium, utility functions
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.719 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you