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Valery Polkovnichenko
Valery Polkovnichenko
Principal Economist, Federal Resrve Board
Dirección de correo verificada de frb.gov - Página principal
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Household portfolio diversification: A case for rank-dependent preferences
V Polkovnichenko
Review of Financial Studies 18 (4), 1467-1502, 2005
5542005
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, 2007
2072007
Probability weighting functions implied in options prices
V Polkovnichenko, F Zhao
Journal of Financial Economics 107 (3), 580-609, 2013
1512013
Limited stock market participation and the equity premium
V Polkovnichenko
Finance Research Letters 1 (1), 24-34, 2004
114*2004
Fiscal Policy and Asset Prices with Incomplete Markets
F Gomes, A Michaelides, V Polkovnichenko
103*2011
Optimal savings with taxable and tax-deferred accounts
F Gomes, A Michaelides, V Polkovnichenko
Review of Economic Dynamics 12 (4), 718-735, 2009
952009
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes
DA Chapman, V Polkovnichenko
The Journal of Finance 64 (4), 1863-1887, 2009
91*2009
Human capital and the private equity premium
V Polkovnichenko
Review of Economic Dynamics 6 (4), 831-845, 2003
622003
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
322019
The long and short of cash flow shocks and debt financing
SK Byun, V Polkovnichenko, MJ Rebello
Available at SSRN 3222960, 2019
10*2019
Quantifying the distortionary fiscal cost of ‘The Bailout’
F Gomes, A Michaelides, V Polkovnichenko
Available at SSRN 1619462, 2009
102009
Composition of cash flow shocks, firm investment, and cash holdings
SK Byun, V Polkovnichenko, MJ Rebello
Firm Investment, and Cash Holdings (November 15, 2019), 2019
8*2019
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
82011
Individual investor portfolios
V Polkovnichenko
Behavioral Finance: Investors, Corporations, and Markets, 539-557, 2010
72010
Competition in financial dealership markets
I Kremer, V Polkovnichenko
Unpublished working paper, Northwestern University, IL, 2000
52000
Ambiguity aversion and the arbitrage pricing theory
V Polkovnichenko
Available at SSRN 1626494, 2010
42010
Downside Consumption Risk and Expected Returns
V Polkovnichenko
Available at SSRN 941184, 2008
32008
On the (Im) Possibility of Estimating Expected Return from Risk-Neutral Variance
V Polkovnichenko
Available at SSRN 3357656, 2020
12020
Essays in financial economics
VY Polkovnichenko
Northwestern University, 2000
12000
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Artículos 1–19