James D. Paron

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

8

DOWNLOADS

2,125

TOTAL CITATIONS

2

Scholarly Papers (8)

1.

Sovereign Default and the Decline in Interest Rates

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 89 Posted: 08 Sep 2020 Last Revised: 27 Nov 2024
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 777 (65,067)
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 748 (68,502)

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
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 350 (171,369)
Citation 1

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 118 (466,441)

Abstract:

Loading...

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

5.

What Explains Wealth and Portfolio Differences between Black and White Americans?

The Wharton School Research Paper
Number of pages: 63 Posted: 16 May 2024
Sylvain Catherine, Ellen Jiayang Lu and James D. Paron
University of Pennsylvania - Finance Department, University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads 80 (604,169)

Abstract:

Loading...

Household finance, Labor income risk, Portfolio choices, Life-cycle models, Wealth inequality

6.

A Dynamic Model of Context-Based Retrieval

The Wharton School Research Paper
Number of pages: 38 Posted: 14 Sep 2024
University of Pennsylvania, University of Pennsylvania - Finance Department and University of Pennsylvania - Department of Psychology
Downloads 34 (879,272)

Abstract:

Loading...

memory, recall, Decisions, context, Response times

7.

Associative Learning and Representativeness 

Number of pages: 40 Posted: 22 Nov 2024
University of Pennsylvania - Department of Psychology, University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads 17 (1,048,764)

Abstract:

Loading...

interference, base-rate neglect, context, recognition memory

8.

The wealth of stagnation: Falling growth, rising valuations

Number of pages: 160
James D. Paron
University of Pennsylvania - Finance Department
Downloads 1

Abstract:

Loading...