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12 months |
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Last month |
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12 months |
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A class of models satisfying a dynamical version of the CAPM |
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0 |
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41 |
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1 |
97 |

Aggregation of Discount Rates: an Equilibrium Approach |
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1 |
2 |
36 |
0 |
1 |
3 |
141 |

Aggregation of Heterogeneous Beliefs |
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78 |
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1 |
1 |
223 |

Aggregation of Heterogeneous Beliefs |
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0 |
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27 |
0 |
0 |
3 |
82 |

Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities |
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1 |
2 |
18 |
1 |
1 |
3 |
71 |

Arbitrage and Investment Opportunities |
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0 |
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138 |
0 |
0 |
1 |
362 |

Arbitrage and Investment Opportunities |
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0 |
0 |
6 |
0 |
1 |
8 |
50 |

Arbitrage and Invetsment Opportunities |
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0 |
0 |
0 |
0 |
0 |
1 |
8 |

Arbitrage and Invetsment Opportunities |
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0 |
0 |
0 |
0 |
0 |
3 |
11 |

Arbitrage and Viability in Securities Markets with Fixed Trading Costs |
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0 |
0 |
166 |
0 |
0 |
1 |
499 |

Arbitrage and investment opportunities |
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0 |
0 |
3 |
0 |
1 |
3 |
24 |

Arbitrage and state price deflators in a general intertemporal framework |
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0 |
0 |
32 |
1 |
1 |
1 |
170 |

Arbitrage and viability in securities markets with fixed trading costs |
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0 |
0 |
0 |
0 |
0 |
1 |
9 |

Arbitrage and viability in securities markets with fixed trading costs |
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0 |
0 |
19 |
0 |
0 |
3 |
98 |

Arbitrage pricing and equilibrium pricing: compatibility conditions |
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0 |
1 |
25 |
0 |
1 |
3 |
118 |

Arbitrage with Fixed Costs and Interest Rate Models |
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0 |
0 |
18 |
0 |
1 |
3 |
88 |

Arbitrage with fixed costs and interest rate models |
0 |
0 |
0 |
313 |
0 |
1 |
4 |
1,146 |

Arbitrage with fixed costs and interest rate models |
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0 |
0 |
34 |
0 |
1 |
2 |
103 |

Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model |
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0 |
0 |
17 |
0 |
2 |
6 |
87 |

Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach |
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0 |
0 |
22 |
0 |
0 |
6 |
145 |

Are risk agents more optimistic? A Bayesian estimation approach |
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0 |
0 |
0 |
0 |
1 |
2 |
9 |

Are risk averse agents more optimistic ? |
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0 |
0 |
0 |
0 |
0 |
1 |
6 |

Are risk averse agents more optimistic? A Bayesian estimation approach |
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0 |
0 |
15 |
0 |
1 |
4 |
94 |

Attentes Stratégiques |
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0 |
0 |
0 |
0 |
0 |
0 |
12 |

Behavioral biases and representative agent |
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0 |
0 |
47 |
2 |
3 |
6 |
91 |

Cognitive biases and the representative agent |
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0 |
20 |
1 |
1 |
1 |
83 |

Collective risk aversion |
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0 |
0 |
65 |
2 |
3 |
6 |
146 |

Comonotonic Processes |
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0 |
0 |
0 |
0 |
1 |
10 |

Comonotonic Processes |
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0 |
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11 |
0 |
0 |
1 |
74 |

Conditional Comonotonicity |
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0 |
0 |
48 |
1 |
1 |
6 |
112 |

Consensus consumer and intertemporal asset pricing with heterogeneous beliefs |
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0 |
1 |
166 |
1 |
1 |
7 |
401 |

Consensus consumer and intertemporal asset pricing with heterogeneous beliefs |
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0 |
2 |
42 |
4 |
8 |
25 |
139 |

Continuous Time Equilibrium Pricing of Nonredundant Assets |
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0 |
0 |
74 |
0 |
0 |
1 |
216 |

Contiuous Time Equilibrium Pricing of Nonredundant Assets |
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0 |
0 |
4 |
0 |
0 |
0 |
54 |

Convergence of utility functions and convergence of optimal strategies |
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0 |
0 |
24 |
0 |
6 |
10 |
88 |

Discounting and Divergence of Opinion |
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0 |
0 |
52 |
1 |
1 |
3 |
163 |

Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes |
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0 |
1 |
34 |
1 |
1 |
5 |
41 |

Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs |
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0 |
0 |
0 |
0 |
1 |
2 |
13 |

Evolutionary Beliefs and Financial Markets |
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0 |
0 |
23 |
0 |
1 |
8 |
21 |

Evolutionary beliefs and financial markets |
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0 |
1 |
6 |
0 |
1 |
7 |
28 |

Evolutionary strategic beliefs and financial markets |
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0 |
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29 |
0 |
1 |
7 |
55 |

Financial Markets Equilibrium with Heterogeneous Agents |
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1 |
2 |
2 |
3 |
14 |
29 |

Financial Markets Equilibrium with Heterogeneous Agents |
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0 |
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60 |
3 |
3 |
11 |
155 |

Financial Markets with Heterogeneous Beliefs |
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0 |
0 |
0 |
0 |
0 |
0 |
10 |

Girls' Comparative Advantage in Reading Can Largely Account for the Gender Gap in Math-Intensive Fields |
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0 |
1 |
16 |
2 |
6 |
27 |
36 |

Girls' comparative advantage in reading can largely explain the gender gap in math-intensive fields |
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0 |
0 |
0 |
0 |
3 |
12 |
22 |

Gurus and belief manipulation |
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0 |
0 |
0 |
1 |
1 |
7 |
26 |

Gurus and beliefs manipulation |
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0 |
0 |
8 |
1 |
2 |
3 |
44 |

Heterogeneous Beliefs and Asset Pricing in Discrete Time |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
82 |

Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion |
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0 |
0 |
0 |
0 |
0 |
2 |
17 |

How to aggregate experts' discount rates: an equilibrium approach |
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0 |
0 |
3 |
0 |
0 |
1 |
13 |

Hétérogénéité des croyances, prix du risque et volatilité des marchés |
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0 |
0 |
43 |
0 |
3 |
6 |
199 |

Hétérogénéité des croyances, prix du risque et volatilité des marchés |
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0 |
0 |
0 |
1 |
3 |
6 |
16 |

Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey |
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0 |
0 |
0 |
0 |
3 |
17 |

Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey |
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0 |
0 |
48 |
2 |
6 |
15 |
163 |

Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence |
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0 |
0 |
0 |
0 |
2 |
4 |
11 |

Is there a pessimistic bias in individual beliefs ? Evidence from survey dat |
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0 |
0 |
0 |
0 |
1 |
2 |
14 |

Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles |
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0 |
0 |
0 |
0 |
2 |
3 |
10 |

Live fast, die young |
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0 |
0 |
0 |
2 |
3 |
11 |
19 |

Market models with frictions: arbitrage and pricing issues |
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0 |
0 |
0 |
0 |
0 |
0 |
4 |

No-arbitrage and state price deflators in a general continuous time framework |
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0 |
0 |
348 |
1 |
2 |
7 |
1,055 |

On Abel's Concept of Doubt and Pessimism |
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0 |
0 |
13 |
0 |
2 |
7 |
90 |

On Multivariate Prudence |
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0 |
0 |
26 |
0 |
1 |
5 |
46 |

On Portfolio Choice with Savoring and Disappointment |
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0 |
0 |
10 |
1 |
2 |
5 |
48 |

Pricing Issues with Investment Flows |
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0 |
0 |
0 |
1 |
1 |
4 |
13 |

Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience |
0 |
0 |
0 |
36 |
0 |
1 |
5 |
127 |

Societal Inequalities Amplify Gender Gaps in Math |
0 |
2 |
7 |
24 |
1 |
4 |
17 |
29 |

Societal inequalities amplify gender gaps in math |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |

Societal inequalities amplify gender gaps in math |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
19 |

Strategic Beliefs |
1 |
1 |
1 |
35 |
1 |
3 |
10 |
93 |

Subjective expectations and medical testing |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
16 |

The Dalang Morton Willinger Theorem under cone constraints |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
22 |

The marginal propensity to consume and multidimensional risk |
0 |
1 |
1 |
9 |
0 |
4 |
10 |
43 |

Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
132 |

Total Working Papers |
2 |
6 |
21 |
2,426 |
34 |
103 |
380 |
8,012 |