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Rare disasters
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#	Item
11	American Economic Review: Papers & Proceedings 100 (May 2010): 522–526 http://www.aeaweb.org/articles.php?doi=aerAsset Pricing: New Risk Channels † Affine Disagreement and Asset Pricing Add to Reading List Source URL: www.mit.edu Language: English - Date: 2011-01-13 12:13:06 Economics Behavioral finance Stochastic processes Rare disasters Utility Risk aversion Risk premium Risk Martingale Financial economics Actuarial science Statistics
12	Introduction and Related Literature Preview of Results Learning about Tail Slimming Modeling Approach Implications for Consumption and Asset Prices Conclusion Add to Reading List Source URL: dyme.vse.cz Language: English - Date: 2014-06-25 04:13:43 Volatility Yield curve Markov chain Financial economics Economics Mathematical finance Statistics Rare disasters
13	Life and Growth Charles I. Jones∗ Stanford GSB and NBER October 17, 2014 – Version 4.0 Abstract Add to Reading List Source URL: web.stanford.edu Language: English - Date: 2014-10-17 14:43:52 Utility Rare disasters Economic growth Gross domestic product Amenable group Elasticity of intertemporal substitution Macroeconomics Economics Decision theory
14	Disaster risk and its implications for asset pricing∗ Jerry Tsai Jessica A. Wachter University of Oxford Add to Reading List Source URL: finance.wharton.upenn.edu Language: English - Date: 2015-01-26 16:59:33 Economics Actuarial science Financial risk Financial markets Behavioral finance Rare disasters Equity premium puzzle Risk premium Capital asset pricing model Financial economics Mathematical finance Finance
15	Option prices in a model with stochastic disaster risk Sang Byung Seo Jessica A. Wachter University of Pennsylvania Add to Reading List Source URL: finance.wharton.upenn.edu Language: English - Date: 2015-01-23 16:09:25 Economics Implied volatility Volatility Equity premium puzzle Rare disasters Option Financial risk Risk Volatility smile Financial economics Mathematical finance Finance
16	Rare booms and disasters in a multi-sector endowment economy∗ Jerry Tsai Jessica A. Wachter Add to Reading List Source URL: finance.wharton.upenn.edu Language: English - Date: 2015-03-31 11:35:21 Financial markets Actuarial science Mathematical finance Behavioral finance Financial risk Equity premium puzzle Rare disasters Capital asset pricing model Risk Financial economics Finance Economics
17	Microsoft Word - FigurePartiallyPermanentDisasterPaper.docx Add to Reading List Source URL: www.hkimr.org. Language: English - Date: 2012-10-03 09:46:27 Management Risk Equity premium puzzle Gross domestic product Elasticity of intertemporal substitution Late-2000s financial crisis Economics Economic history Rare disasters
18	H.E. Gjorge Ivanov, President of the former Yugoslav Republic of Macedonia President Ivanov is a rare politician on the international scene having wholeheartedly embraced the vision of disaster risk reduction and climate Add to Reading List Source URL: www.unisdr.org Language: English - Date: 2013-05-10 04:19:57 Management Natural disasters International Decade for Natural Disaster Reduction Disaster risk reduction Adaptation to global warming Public safety Emergency management Disaster preparedness
19	Microsoft Word - FigurePartiallyPermanentDisasterPaper.docx Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-10-03 09:46:27 Management Risk Equity premium puzzle Gross domestic product Elasticity of intertemporal substitution Late-2000s financial crisis Economics Economic history Rare disasters
20	NBER WORKING PAPER SERIES RARE DISASTERS AND RISK SHARING WITH HETEROGENEOUS BELIEFS Hui Chen Scott Joslin Ngoc-Khanh Tran Add to Reading List Source URL: www.nber.org Language: English - Date: 2011-12-05 14:11:19 Investment Behavioral finance Rare disasters Financial markets Risk Equity premium puzzle Disaster Interest Insurance Financial economics Actuarial science Economics