Search results
Results: 91
Number of items: 91
-
Laeven, R. J. A., Milevsky, M. A., Scherer, M., Zagst, R., & Zhou, X. Y. (2021). Editorial to the special issue on Behavioral Insurance: Mathematics and Economics. Insurance: Mathematics & Economics, 101, 1-5. https://doi.org/10.1016/j.insmatheco.2021.06.001 -
van Bilsen, S., Bovenberg, A. L., & Laeven, R. J. A. (2020). Consumption and Portfolio Choice under Internal Multiplicative Habit Formation. Journal of Financial and Quantitative Analysis, 55(7), 2334 - 2371. https://doi.org/10.1017/S0022109019000772
-
Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy-climate model. Journal of Econometrics, 214(1), 110-129. https://doi.org/10.1016/j.jeconom.2019.05.007
-
van Bilsen, S., & Laeven, R. J. A. (2020). Dynamic consumption and portfolio choice under prospect theory. Insurance: Mathematics & Economics, 91, 224-237. https://doi.org/10.1016/j.insmatheco.2020.02.004
-
Eeckhoudt, L. R., Laeven, R. J. A., & Schlesinger, H. (2020). Risk apportionment: The dual story. Journal of Economic Theory, 185, Article 104971. https://doi.org/10.1016/j.jet.2019.104971
-
Can, S. U., Einmahl, J. H. J., & Laeven, R. J. A. (2020). Goodness-of-fit testing for copulas: A distribution-free approach. Bernoulli, 26(4), 3163–3190. https://doi.org/10.3150/20-BEJ1219
-
Li, Z. M., Laeven, R. J. A., & Vellekoop, M. H. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data. Journal of Econometrics, 215(2), 536-558. https://doi.org/10.1016/j.jeconom.2019.10.004
-
van Bilsen, S., Laeven, R. J. A., & Nijman, T. E. (2020). Consumption and Portfolio Choice under Loss Aversion and Endogenous Updating of the Reference Level. Management Science, 66(9), 3927–3955. https://doi.org/10.2139/ssrn.2530259, https://doi.org/10.1287/mnsc.2019.3393
Page 3 of 10