Valery Polkovnichenko

Valery Polkovnichenko

US Federal Reserve Board - Washington / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 4615659
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person_outline Valery Polkovnichenko's MOST POPULAR ARTICLES
1-) Household portfolio diversification: A case for rank-dependent preferencesV PolkovnichenkoReview of Financial Studies 18 (4), 1467-1502, 20055132005
2-) Life-cycle portfolio choice with additive habit formation preferences and uninsurable labor income riskV PolkovnichenkoThe Review of Financial Studies 20 (1), 83-124, 20071862007
3-) Probability weighting functions implied in options pricesV Polkovnichenko, F ZhaoJournal of Financial Economics 107 (3), 580-609, 20131312013
4-) Limited stock market participation and the equity premiumV PolkovnichenkoFinance Research Letters 1 (1), 24-34, 2004114*2004
5-) Fiscal Policy and Asset Prices with Incomplete MarketsF Gomes, A Michaelides, V Polkovnichenko107*2011