Three Essays On Heterogeneity Insurance And Asset Pricing PDF Download
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Author | : Tsvetanka Karagyozova |
Publisher | : |
Total Pages | : 0 |
Release | : 2007 |
Genre | : |
ISBN | : |
Download Three Essays on Heterogeneity, Insurance, and Asset Pricing Book in PDF, ePub and Kindle
Author | : Shashidhar N. Murthy |
Publisher | : |
Total Pages | : 240 |
Release | : 1990 |
Genre | : |
ISBN | : |
Download Essays on Heterogeneity, Asset Pricing and Trade Book in PDF, ePub and Kindle
Author | : Qi Zeng |
Publisher | : |
Total Pages | : 117 |
Release | : 2003 |
Genre | : |
ISBN | : |
Download Essays on Equilibrium Asset Pricing with Heterogeneous Agents Book in PDF, ePub and Kindle
My dissertation concerns the equilibrium asset pricing and its implications when agents are heterogenous. There are three chapters in the dissertation.
Author | : Jack Favilukis |
Publisher | : |
Total Pages | : 418 |
Release | : 2007 |
Genre | : |
ISBN | : |
Download Essays on Household Heterogeneity and Asset Pricing Book in PDF, ePub and Kindle
Author | : Giuliano Antonio Curatola |
Publisher | : |
Total Pages | : 197 |
Release | : 2013 |
Genre | : |
ISBN | : |
Download Essays on Asset Pricing with Preference Heterogeneity Book in PDF, ePub and Kindle
Author | : Roberta Distante |
Publisher | : |
Total Pages | : 133 |
Release | : 2012 |
Genre | : |
ISBN | : |
Download Heterogeneity and Relative Concerns Book in PDF, ePub and Kindle
Author | : Stavros Panageas |
Publisher | : Now Publishers |
Total Pages | : 92 |
Release | : 2020-11-23 |
Genre | : Business & Economics |
ISBN | : 9781680837506 |
Download The Implications of Heterogeneity and Inequality for Asset Pricing Book in PDF, ePub and Kindle
The Implications of Heterogeneity and Inequality for Asset Pricing provides a unified framework to better understand this large literature and to reconcile several of the seemingly inconsistent results found in some seminal papers.
Author | : Ryan Douglas Edwards |
Publisher | : |
Total Pages | : 352 |
Release | : 2002 |
Genre | : |
ISBN | : |
Download Three Essays on Heterogeneity in Macroeconomics Book in PDF, ePub and Kindle
Author | : Andreas Fagereng |
Publisher | : International Monetary Fund |
Total Pages | : 69 |
Release | : 2018-07-27 |
Genre | : Business & Economics |
ISBN | : 1484370066 |
Download Heterogeneity and Persistence in Returns to Wealth Book in PDF, ePub and Kindle
We provide a systematic analysis of the properties of individual returns to wealth using twelve years of population data from Norway’s administrative tax records. We document a number of novel results. First, during our sample period individuals earn markedly different average returns on their financial assets (a standard deviation of 14%) and on their net worth (a standard deviation of 8%). Second, heterogeneity in returns does not arise merely from differences in the allocation of wealth between safe and risky assets: returns are heterogeneous even within asset classes. Third, returns are positively correlated with wealth: moving from the 10th to the 90th percentile of the financial wealth distribution increases the return by 3 percentage points - and by 17 percentage points when the same exercise is performed for the return to net worth. Fourth, wealth returns exhibit substantial persistence over time. We argue that while this persistence partly reflects stable differences in risk exposure and assets scale, it also reflects persistent heterogeneity in sophistication and financial information, as well as entrepreneurial talent. Finally, wealth returns are (mildly) correlated across generations. We discuss the implications of these findings for several strands of the wealth inequality debate.
Author | : |
Publisher | : |
Total Pages | : 534 |
Release | : 2009-11 |
Genre | : Dissertations, Academic |
ISBN | : |
Download Dissertation Abstracts International Book in PDF, ePub and Kindle