Rare Disasters and Risk Sharing with Heterogeneous Beliefs

Dynamic Asset Pricing Theory.

Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations

Business, Economics, Finance +17

Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*

Ulrike Malmendier, Stefan Nagel · The Quarterly Journal of Economics · 2011 · 2.5K citations · Full text

Social Sciences, Business Economics, Economics +7

Rare Disasters and Asset Markets in the Twentieth Century*

Robert J. Barro · The Quarterly Journal of Economics · 2006 · 2.4K citations · Full text

Business, Economics, Finance +17

Optimal consumption and portfolio policies when asset prices follow a diffusion process

John C. Cox, Chi-fu Huang · Journal of Economic Theory · 1989 · 1.7K citations

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The equity risk premium a solution

Thomas A. Rietz · Journal of Monetary Economics · 1988 · 1.4K citations

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