James D. Paron

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,020

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Sovereign Default and the Decline in Interest Rates

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 65 Posted: 08 Sep 2020 Last Revised: 23 Aug 2022
Max Miller, James D. Paron and Jessica A. Wachter
University of Pennsylvania, The Wharton School, Finance Department, University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads 443 (94,225)
Citation 1

Abstract:

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2.

Heterogeneous-Agent Asset Pricing

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2021
Number of pages: 78 Posted: 22 Mar 2021 Last Revised: 18 Mar 2022
James D. Paron
University of Pennsylvania - Finance Department
Downloads 411 (102,830)

Abstract:

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Asset pricing, Incomplete markets, Heterogeneous agents, Human capital

3.

Who Hedges Interest-rate Risk? Implications for Wealth Inequality

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 59 Posted: 02 Jun 2022 Last Revised: 28 Jul 2022
University of Pennsylvania - Finance Department, University of Pennsylvania, The Wharton School, Finance Department, University of Pennsylvania - Finance Department and University of Pennsylvania Carey Law School
Downloads 96 (378,369)

Abstract:

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Interest rates, Portfolio choices, Inequality, Social Security

4.

A New Participation Puzzle: Public Equity Ownership through the Financial Crisis

Number of pages: 41 Posted: 31 Aug 2019 Last Revised: 08 Jul 2020
James D. Paron
University of Pennsylvania - Finance Department
Downloads 70 (455,001)

Abstract:

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Stock market participation, Household finance, Portfolio choice, Financial crisis