Jaroslav Borovicka
Finance · 2009–2014
A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it
- Economics and Econometrics — 13 citations into it
Whom Jaroslav Borovicka trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jaroslav Borovicka overall
Papers from Jaroslav Borovicka's perspective
Ordered by how strongly the researchers Jaroslav Borovicka trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
- Intertemporal Substitution and Risk Aversion
- Nonlinear system theory: another look at dependence.
- Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
- Habit Persistence, Asset Returns, and the Business Cycle
- Habit formation: a resolution of the equity premium puzzle?
- Robust Control and Model Uncertainty
Their papers
- Shock elasticities and impulse responses (2014) — 49 citations
- Risk Price Dynamics (2009) — 87 citations