Concepedia

Pascal J. Maenhout

PJ

20

Publications

4.2K

Citations

18

H-Index

1998

Active since

Affiliations

INSEAD(Current)

Tilburg University

University of Notre Dame

London Business School

Syracuse University

Pascal J. Maenhout is an author at INSEAD specializing in asset pricing, business, and finance.

Top concepts

Publications per year

1998–2013

20

Publications

20

Consumption and Portfolio Choice over the Life Cycle

João F. Cocco, Francisco Gomes, Pascal J. Maenhout · Review of Financial Studies · 2005 · 1.6K citations

Robust Portfolio Rules and Asset Pricing

Pascal J. Maenhout · Review of Financial Studies · 2004 · 770 citations

The Price of Correlation Risk: Evidence from Equity Options

Joost Driessen, Pascal J. Maenhout, Grigory Vilkov · The Journal of Finance · 2009 · 412 citations

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Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model

Martijn Cremers, Joost Driessen, Pascal J. Maenhout · Review of Financial Studies · 2008 · 243 citations

Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium

Pascal J. Maenhout · Journal of Economic Theory · 2006 · 241 citations

, , +11

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