Concepedia

Valery Polkovnichenko

VP

18

Publications

1.4K

Citations

15

H-Index

2001

Active since

Affiliations

Federal Reserve(Current)

Federal Reserve Board of Governors

University of Minnesota

Federal Reserve Bank of Minneapolis

The University of Texas at Dallas

Valery Polkovnichenko is an author at Federal Reserve specializing in finance, business, and economics.

Top concepts

Publications per year

2001–2018

18

Publications

18

Household Portfolio Diversification: A Case for Rank-Dependent Preferences

Valery Polkovnichenko · Review of Financial Studies · 2005 · 464 citations

Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk

Valery Polkovnichenko · Review of Financial Studies · 2006 · 161 citations

Probability weighting functions implied in options prices

Valery Polkovnichenko, Feng Zhao · Journal of Financial Economics · 2012 · 156 citations

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Optimal savings with taxable and tax-deferred accounts

Francisco Gomes, Alexander Michaelides, Valery Polkovnichenko · Review of Economic Dynamics · 2009 · 109 citations

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First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes

David A. Chapman, Valery Polkovnichenko · The Journal of Finance · 2009 · 76 citations

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