Discussion paper DP17194 The Virtue of Complexity in Return Prediction Semyon Malamud Bryan Kelly Kangying Zhou 7 Apr 2022 Portfolio choice Machine learning Random matrix theory Benign overfit Overparameterization Financial Economics C3 C58 C61 G11 G12 G14
Discussion paper DP16334 The Salience of ESG Ratings for Stock Pricing: Evidence From (Potentially) Confused Investors Aleksandra Rzeznik Kathleen Weiss-Hanley 6 Jul 2021 Corporate social responsibility Esg rating agencies Sustainable investments Socially responsible investing Esg Portfolio choice Financial Economics G11 G12 G23 G59 M14 Q5
Discussion paper DP16234 Life-Cycle Risk-Taking with Personal Disaster Risk Giovanna Nicodano Fabio-Cesare Bagliano Carolina Fugazza 8 Jun 2021 Disaster risk Portfolio choice Non-linear income process Beta distribution Financial Economics D15 E21 G11
Discussion paper DP12414 Does Household Finance Matter? Small Financial Errors with Large Social Costs Harjoat Singh Bhamra 1 Nov 2017 Portfolio choice Underdiversification Familiarity bias Growth Social welfare Financial Economics G11 E44 E03 G02
VoxEU Column Back to background risk Andreas Fagereng Luigi Guiso Luigi Pistaferri 14 Feb 2016 Financial Markets Frontiers of economic research Background risk labour income risk Portfolio choice
Discussion paper DP11051 Back to background risk? Luigi Guiso Luigi Pistaferri Andreas Fagereng 17 Jan 2016 Background risk Portfolio choice Uninsurable labor income risk Financial Economics E20 E24 G11
Discussion paper DP10724 International Risk Sharing and Portfolio Choice with Non-separable Preferences Alan Sutherland 19 Jul 2015 Incomplete markets international risk sharing Backus-smith puzzle Consumption-real exchange rate anomaly Non-separable preferences Portfolio choice International Macroeconomics and Finance F31 F41
Discussion paper DP10694 On the Origins of Risk-Taking Sandra Black Paul J. Devereux Kaveh Majlesi Petter Lundborg 12 Jul 2015 Nature versus nurture Portfolio choice Risk-taking Financial Economics Labour Economics D14 G11 J12
Discussion paper DP10525 Learning to Take Risks? The Effect of Education on Risk-Taking in Financial Markets Sandra Black Paul J. Devereux Kaveh Majlesi Petter Lundborg 5 Apr 2015 Financial decision-making Portfolio choice Returns to education Financial Economics Labour Economics D14 D31 G11 I24 I26
Discussion paper DP10437 Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets Grigory Vilkov Adrian Buss 22 Feb 2015 Portfolio choice Alternative assets Private equity Incomplete markets Heterogeneous beliefs Transaction costs Financial Economics G11 G12
Discussion paper DP10064 Shortfall Aversion Gur Huberman Paolo Guasoni 20 Jul 2014 Loss aversion Portfolio choice Consumption Endowments Financial Economics G11 G12
Discussion paper DP10020 Information Aggregation in a DSGE Model Tarek Hassan Thomas M. Mertens 8 Jun 2014 Asset prices Business cycles Dispersed information investment Noisy rational expectations Portfolio choice Financial Economics International Macroeconomics C63 D83 E2 E3 E44 G11
