Valery Polkovnichenko
Economics and Econometrics · 2003–2013
A researcher in the Science corpus: 4 papers; trusts 13 researchers and is trusted by 38 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 31 citations into it; #1,469 of 23,481 by trust here, #5,722 by citations
- Finance — 29 citations into it
- Accounting — 24 citations into it; #608 of 8,970 by trust here, #2,501 by citations
- General Decision Sciences — 7 citations into it
Whom Valery Polkovnichenko trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Alexander Michaelides
- Francisco Gomes
- H. Shefrin
- Shlomo Benartzi
- C. Starmer
- Ellen R Mcgrattan
- Nicholas Barberis
- Amos Tversky
- Gurdip Bakshi
- George Wu
Who trusts Valery Polkovnichenko overall
- Nicholas Barberis
- H. Gaudecker
- Nikolai Roussanov
- Stephen G. Dimmock
- Daniel Dorn
- Karen E. Dynan
- Elaine M. Liu
- Will Goetzmann
- Zoran Ivković
- Rawley Z. Heimer
Papers from Valery Polkovnichenko's perspective
Ordered by how strongly the researchers Valery Polkovnichenko trusts endorse each paper. Same corpus, a different order for every researcher.
- Habit formation: a resolution of the equity premium puzzle?
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
- The Equity Premium Puzzle
- Risk Aversion and Expected Utility Theory: A Calibration Theorem
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Common risk factors in the returns on stocks and bonds
- Nonparametric Risk Management and Implied Risk Aversion
- Tests of Conditional Predictive Ability
- Rational choice and the framing of decisions
Their papers
- Household Portfolio Diversification: A Case for Rank-Dependent Preferences (2005) — 411 citations
- Probability weighting functions implied in options prices (2013) — 135 citations
- Limited Stock Market Participation and the Equity Premium (2004) — 122 citations
- Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk (2003) — 162 citations