James D. Paron

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

  • University of Pennsylvania - Finance Department

    • Email
    • Tel: 2892590613
    • Fax: 19104
SCHOLARLY PAPERS

4

DOWNLOADS

1,504

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Sovereign Default and the Decline in Interest Rates

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 70 Posted: 08 Sep 2020 Last Revised: 03 Jul 2023
Max Miller, James D. Paron and Jessica A. Wachter
Harvard Business School, Finance Unit, University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads 625 (74,763)
Citation 1

Abstract:

Loading...

2.

Heterogeneous-Agent Asset Pricing: Timing and Pricing Idiosyncratic Risks

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2021
Number of pages: 73 Posted: 22 Mar 2021 Last Revised: 16 Dec 2022
James D. Paron
University of Pennsylvania - Finance Department
Downloads 616 (76,076)

Abstract:

Loading...

Asset pricing, Incomplete markets, Heterogeneous agents, Human capital

3.

Interest-rate risk and household portfolios

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 72 Posted: 02 Jun 2022 Last Revised: 17 Oct 2023
Sylvain Catherine, Max Miller, James D. Paron and Natasha Sarin
University of Pennsylvania - Finance Department, Harvard Business School, Finance Unit, University of Pennsylvania - Finance Department and Yale University Law School and Yale School of Management
Downloads 172 (297,634)

Abstract:

Loading...

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 91 (480,849)

Abstract:

Loading...

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