Valery Polkovnichenko
Valery Polkovnichenko
Principal Economist, Federal Resrve Board
Verified email at frb.gov - Homepage
TitleCited byYear
Household portfolio diversification: A case for rank-dependent preferences
V Polkovnichenko
Review of Financial Studies 18 (4), 1467-1502, 2005
402*2005
Life-cycle portfolio choice with additive habit formation preferences and uninsurable labor income risk
V Polkovnichenko
The Review of Financial Studies 20 (1), 83-124, 2006
1382006
Limited stock market participation and the equity premium
V Polkovnichenko
Finance Research Letters 1 (1), 24-34, 2004
96*2004
Probability weighting functions implied in options prices
V Polkovnichenko, F Zhao
Journal of Financial Economics 107 (3), 580-609, 2013
872013
Optimal savings with taxable and tax-deferred accounts
F Gomes, A Michaelides, V Polkovnichenko
Review of Economic Dynamics 12 (4), 718-735, 2009
622009
Fiscal Policy and Asset Prices with Incomplete Markets
F Gomes, A Michaelides, V Polkovnichenko
61*2011
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes
DA Chapman, V Polkovnichenko
The Journal of Finance 64 (4), 1863-1887, 2009
57*2009
Human capital and the private equity premium
V Polkovnichenko
Review of Economic Dynamics 6 (4), 831-845, 2003
522003
Individual investor portfolios
V Polkovnichenko
Behavioral Finance: Investors, Corporations, and Markets (Robert W. Kolb …, 2010
62010
Risk attitudes toward small and large bets in the presence of background risk
DA Chapman, V Polkovnichenko
Review of Finance 15 (4), 909-927, 2011
52011
Quantifying the distortionary fiscal cost of ‘The Bailout’
F Gomes, A Michaelides, V Polkovnichenko
Available at SSRN 1619462, 2009
52009
Competition in financial dealership markets
I Kremer, V Polkovnichenko
Unpublished working paper, Northwestern University, IL, 2000
42000
Downside Consumption Risk and Expected Returns
V Polkovnichenko
Available at SSRN 941184, 2008
32008
Cautious Risk Takers: Investor Preferences and Demand for Active Management
V Polkovnichenko, KD Wei, F Zhao
The Journal of Finance 74 (2), 1025-1075, 2019
22019
Composition of Cash Flow Shocks and Debt Financing
SK Byun, V Polkovnichenko, MJ Rebello
22018
Dynamics of Firm Savings and Investment with Temporary and Persistent Shocks
S Byun, V Polkovnichenko, M Rebello
Working paper, 2016
22016
Cautious risk-takers: Investor preferences and demand for active management
V Polkovnichenko, KD Wei, F Zhao
Available at SSRN 2022416, 2012
22012
Ambiguity aversion and the arbitrage pricing theory
V Polkovnichenko
Available at SSRN 1626494, 2010
22010
Essays in financial economics
VY Polkovnichenko
Northwestern University, 2000
12000
On the (Im) Possibility of Estimating Expected Return from Risk-Neutral Variance
V Polkovnichenko
Available at SSRN 3357656, 2019
2019
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Articles 1–20