Pascal J. Maenhout

Finance · 2004–2009

A researcher in the Science corpus: 6 papers; trusts 38 researchers and is trusted by 52 researchers here, as inferred from the citation graph.

Subfields

Whom Pascal J. Maenhout trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan
  2. George K. Chacko
  3. Yacine Aït-Sahalia
  4. Gurdip Bakshi
  5. John C. Hull
  6. John Y. Campbell
  7. Luis M. Viceira
  8. Jessica A. Wachter
  9. R. C. Merton
  10. Amos Tversky

Who trusts Pascal J. Maenhout overall

  1. Chi Seng Pun
  2. Massimo Guidolin
  3. W. Marquering
  4. Lorenzo Garlappi
  5. Bo Yi
  6. I. Drechsler
  7. Nicholas Barberis
  8. Hoi Ying Wong
  9. Raman Uppal
  10. Zhongfei Li

Papers from Pascal J. Maenhout's perspective

Ordered by how strongly the researchers Pascal J. Maenhout trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Variable Selection for Portfolio Choice
  3. Nonparametric Risk Management and Implied Risk Aversion
  4. On Estimating the Expected Return on the Market: An Exploratory Investigation
  5. The Equity Premium Puzzle
  6. Optimal life cycle asset allocation : understanding the empirical evidence
  7. Expected Option Returns
  8. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  10. Delta-Hedged Gains and the Negative Market Volatility Risk Premium

Their papers