Eugene Trubowitz

Swiss Federal Institute of Technology Zurich

Lausanne CH-1001

Switzerland

  • Swiss Federal Institute of Technology Zurich

SCHOLARLY PAPERS

10

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20

CROSSREF CITATIONS

20

Scholarly Papers (10)

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1.

Market Consistent Pricing of Insurance Products

Number of pages: 32 Posted: 15 Mar 2007
Semyon Malamud, Eugene Trubowitz and Mario V. Wuthrich
Ecole Polytechnique Federale de Lausanne, Swiss Federal Institute of Technology Zurich and RiskLab, ETH Zurich
Downloads 554 (97,100)
Citation 14

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insurance, hedging, incomplete markets, utility indifference, market consistent

2.

Asset Pricing in Heterogeneous Economies

ETH Zurich Department of Mathematics Working Paper
Number of pages: 149 Posted: 14 Jul 2005
Yvan Lengwiler, Semyon Malamud and Eugene Trubowitz
University of Basel - Faculty of Business and Economics (WWZ), Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 270 (218,046)
Citation 6

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Heterogeneity, equity premium puzzle, stylized facts, infinite horizon

3.

Asset Pricing for Idiosyncratically Incomplete Markets

Number of pages: 52 Posted: 10 Jul 2006
Semyon Malamud and Eugene Trubowitz
Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 200 (290,633)
Citation 6

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idiosyncratic risk, incomplete markets, heterogeneity, equity premium, stylized facts

4.

A Unified Approach to Market Incompleteness

Number of pages: 48 Posted: 02 Jun 2007
Semyon Malamud and Eugene Trubowitz
Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 197 (294,636)
Citation 1

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incomplete markets, idiosyncratic risk, precautionary saving, investment, marginal propensity to consume

5.

Rational Factor Analysis

Number of pages: 36 Posted: 05 Sep 2006
Semyon Malamud and Eugene Trubowitz
Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 196 (296,029)
Citation 1

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factor analysis, heterogeneity, perturbation theory, general equilibrium, existence, uniqueness

6.

Asset Prices and Insurance Loadings

Number of pages: 37 Posted: 30 Mar 2007
Semyon Malamud and Eugene Trubowitz
Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 186 (310,391)

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asset pricing, equilibrium, idiosyncratic risk, incomplete market, insurance, risk sharing

7.

Aggregate Risk Aversion for Jointly Heterogeneous Discount Factors and Risk Tolerances

Number of pages: 12 Posted: 31 Oct 2006
Semyon Malamud and Eugene Trubowitz
Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 185 (311,808)
Citation 1

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heterogeneity, aggregation, risk aversion

8.

The Optimal Consumption Stream of an Agent Exposed to Uninsurable Idiosyncratic Risk

Number of pages: 38 Posted: 05 Sep 2006
Semyon Malamud and Eugene Trubowitz
Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 154 (365,579)
Citation 2

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Optimal consumption stream, incomplete markets, idiosyncratic risk, convexity

9.

Endogenous Completeness of Diffusion Driven Equilibrium Markets

Swiss Finance Institute Research Paper No. 09-41
Number of pages: 77 Posted: 28 Sep 2009
Julien Hugonnier, Semyon Malamud and Eugene Trubowitz
Centre for Economic Policy Research (CEPR), Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 136 (403,655)
Citation 12

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continuous-time finance, dynamic market completeness, general equilibrium theory

10.

The Long Horizon Behavior of Asset Prices in Heterogeneous Economies

Number of pages: 39 Posted: 26 Dec 2006
Semyon Malamud and Eugene Trubowitz
Ecole Polytechnique Federale de Lausanne and Swiss Federal Institute of Technology Zurich
Downloads 106 (487,089)
Citation 1

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heterogeneity, infinite horizon, survival, stylized facts, asset prices