Frankfurt am Main, 60323
Goethe University Frankfurt - Research Center SAFE
in Total Papers Downloads
Inside Debt, Credit Spreads, Risk-Taking
stock allocation, consumption, loss-aversion, transform analysis
Loss-aversion, Habit-formation, Consumption-portfolio choice
General Equilibrium Asset Pricing, Production Economy, Long-Run Risk, Investment-Specific Shocks, Nominal Rigidities
Asset Pricing, Herd Behavior, Interdependent Preferences, Heterogeneity
Asset pricing, general equilibrium, heterogeneous investors, interdependent preferences, portfolio choice
Austerity Measures, Fiscal Policy, Endogenous Growth, R&D
equilibrium asset pricing, heterogeneous preferences, external habit, portfolio strategies, closed form expression
equilibrium, heterogeneity, loss aversion, local time, trading volume
Executive Compensation, Deferred Compensation, Corporate Distress
Inside Debt, Executive Compensation, Corporate Distress
Loss-aversion, Habit Formation, Yield curve, Dividend strips, General Equilibrium.
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endogenous price of risk, excessive leverage, loss averse borrowers, occasionally binding constraints, risk-tolerance
Asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, portfolio choice
Asset Pricing, General Equilibrium, Sin Stocks
Technology Adoption, R&D Investment, Asymmetric Tax Regimes, Asset Prices
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