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Habit formation heterogeneity : implications for aggregate asset pricing
Dubin, Eduard; Grishchenko, Olesya V.; Kartashov, Vasily - 2012
Persistent link: https://www.econbiz.de/10009546869
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Lifecycle portfolio choice with systematic longevity risk and variable investment-linked deferred annuities
Kartashov, Vasily; Maurer, Raimund; Mitchell, Olivia S.; … - 2011
Persistent link: https://www.econbiz.de/10009372885
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The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - 2011
Persistent link: https://www.econbiz.de/10009501966
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Inflation risk premium : evidence from the TIPS market
Grishchenko, Olesya V.; Huang, Jing-Zhi - 2012
Persistent link: https://www.econbiz.de/10009546875
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An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Dai, Qiang; Grishchenko, Olesya V. - 2011
Persistent link: https://www.econbiz.de/10009406475
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The informational content of the embedded deflation option in TIPS
Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - 2012
Persistent link: https://www.econbiz.de/10010424595
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Measuring private information trading in emerging markets
Grishchenko, Olesya V.; Litov, Lubomir; Mei, Jianping - 2002
Persistent link: https://www.econbiz.de/10001709779