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1. Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni.
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2. Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy. (2023). Jouini, Elyes.
   In: Management Science.
   RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4190-4209.

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3. Overnight returns, daytime reversals, and future stock returns. (2022). Koch, Paul D ; Akbas, Ferhat ; Boehmer, Ekkehart ; Jiang, Chao.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:145:y:2022:i:3:p:850-875.

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4. Longs, shorts, and the cross-section of stock returns. (2022). SHEN, TAO ; Wang, Qinghai ; Nezafat, Mahdi ; Wu, Julie.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000103.

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5. Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). HU, Yingyi ; Zhao, Tiao ; Zhang, Lin.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89.

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6. Asset Prices and Changes in Risk within a Bivariate Model. (2019). Mitra, Sovan ; Jokung, Octave.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:26:y:2019:i:1:d:10.1007_s10690-018-9255-4.

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7. Risk-Taking Spillovers of U.S. Monetary Policy in the Global Market for U.S. Dollar Corporate Loans. (2019). Stebunovs, Viktors ; Liu, Lucy Qian ; Lee, Seung Jung.
   In: International Finance Discussion Papers.
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8. Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds. (2018). Claessens, Stijn ; Ammer, John ; Tabova, Alexandra.
   In: 2018 Meeting Papers.
   RePEc:red:sed018:960.

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9. The Fundamental Equity Premium and Ambiguity Aversion in an International Context. (2018). Yuan, Shuonan ; Ngo, Minh Hai ; Rieger, Marc Oliver.
   In: Risks.
   RePEc:gam:jrisks:v:6:y:2018:i:4:p:128-:d:181012.

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10. Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds. (2018). Claessens, Stijn ; Ammer, John ; Wroblewski, Caleb ; Tabova, Alexandra M.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1224.

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11. Banks’ Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence. (2018). Seymen, Atılım ; Memmel, Christoph ; Teichert, Max.
    In: German Economic Review.
    RePEc:bla:germec:v:19:y:2018:i:3:p:330-350.

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12. Effects of subsidized crop insurance on crop choices. (2018). Yu, Jisang ; Sumner, Daniel.
    In: Agricultural Economics.
    RePEc:bla:agecon:v:49:y:2018:i:4:p:533-545.

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13. Searching for yield abroad: risk-taking through foreign investment in U.S. bonds. (2018). Ammer, John ; Wroblewski, Caleb ; Tabova, Alexandra.
    In: BIS Working Papers.
    RePEc:bis:biswps:687.

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14. Comparative impatience under random discounting. (2017). Tanaka, Hiroyuki ; Hyogo, Kazuya ; Higashi, Youichiro ; Takeoka, Norio.
    In: Economic Theory.
    RePEc:spr:joecth:v:63:y:2017:i:3:d:10.1007_s00199-015-0950-3.

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15. The Two-Moment Decision Model with Additive Risks. (2017). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Wagener, Andreas.
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16. Portfolio Allocation Problems between Risky Ambiguous Assets. (2017). Osaki, Yusuke ; Asano, Takao.
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17. Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem.
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18. Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Zlate, Andrei ; Sapriza, Horacio ; Paligorova, Teodora ; Correa, Ricardo.
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19. Banks interest rate risk and search for yield: A theoretical rationale and some empirical evidence. (2016). Seymen, Atılım ; Memmel, Christoph ; Teichert, Max.
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20. Loss-averse preferences and portfolio choices: An extension. (2016). EECKHOUDT, LOUIS ; Gianin, Emanuela Rosazza ; Fiori, Anna Maria.
    In: European Journal of Operational Research.
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21. ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF ( σ , μ ) UTILITY FUNCTIONS. (2016). Lajeri-Chaherli, Fatma .
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22. Gurus and belief manipulation. (2015). NAPP, Clotilde ; Jouini, Elyès.
    In: Economic Modelling.
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23. The dual theory of the smooth ambiguity model. (2014). Osaki, Yusuke ; Iwaki, Hideki.
    In: Economic Theory.
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24. On the Market Selection Hypothesis in a Mean Reverting Environment. (2014). Casna, Marco ; Barucci, Emilio.
    In: Computational Economics.
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25. Disagreement and asset prices. (2014). Matoba, Kyle ; Longstaff, Francis A. ; Carlin, Bruce I..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:2:p:226-238.

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26. Real interest rates, leverage, and bank risk-taking. (2014). Marquez, Robert ; Laeven, Luc ; Dellariccia, Giovanni.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:65-99.

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27. Risk and Choice: A Research Saga. (2013). TREICH, Nicolas ; Hammitt, James ; Gollier, Christian.
    In: TSE Working Papers.
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28. Two-moment decision model for location-scale family with background asset. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu.
    In: MPRA Paper.
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29. Heterogeneous Beliefs and Prediction Market Accuracy. (2013). TREICH, Nicolas ; He, Xuezhong (Tony).
    In: LERNA Working Papers.
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30. Risk and choice: A research saga. (2013). TREICH, Nicolas ; Hammitt, James ; Gollier, Christian.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:47:y:2013:i:2:p:129-145.

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31. Risk and Choice: A Research Saga. (2013). TREICH, Nicolas ; Hammitt, James ; Gollier, Christian.
    In: IDEI Working Papers.
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32. Cheap money and risk taking: Opacity versus fundamental risk. (2013). Vardy, Felix ; Drees, Burkhard ; Eckwert, Bernhard.
    In: European Economic Review.
    RePEc:eee:eecrev:v:62:y:2013:i:c:p:114-129.

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33. Monotonicity of asset price toward higher changes in risk. (2013). Jokung, Octave.
    In: Economics Letters.
    RePEc:eee:ecolet:v:118:y:2013:i:1:p:195-198.

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34. Heterogeneous Beliefs and Prediction Market Accuracy. (2012). TREICH, Nicolas ; He, Xuezhong (Tony).
    In: TSE Working Papers.
    RePEc:tse:wpaper:27155.

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35. Heterogeneous Beliefs and Prediction Market Accuracy. (2012). TREICH, Nicolas ; He, Xuezhong (Tony).
    In: IDEI Working Papers.
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36. Tempering effects of (dependent) background risks: A mean-variance analysis of portfolio selection. (2012). Eichner, Thomas.
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37. Portfolio allocation and asset demand with mean-variance preferences. (2011). Eichner, Thomas ; Wagener, Andreas.
    In: Theory and Decision.
    RePEc:kap:theord:v:70:y:2011:i:2:p:179-193.

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38. Information and the Equity Premium. (2011). Schlee, Edward ; Gollier, Christian.
    In: IDEI Working Papers.
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39. Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion. (2011). Gollier, Christian.
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40. Cheap Money and Risk Taking: Opacity versus Underlying Risk. (2011). Vardy, Felix ; Drees, Burkhard ; Eckwert, Bernhard.
    In: EcoMod2011.
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41. Increases in skewness and three-moment preferences. (2011). Eichner, Thomas.
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42. Slutzky equations and substitution effects of risks in terms of mean-variance preferences. (2010). Eichner, Thomas.
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43. Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion. (2009). Gollier, Christian.
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44. Multiple Risks and Mean-Variance Preferences. (2009). Eichner, Thomas ; Wagener, Andreas.
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45. Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand. (2009). Hollifield, Burton ; Kraus, Alan.
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46. The values of relative risk aversion and prudence: A context-free interpretation. (2009). Etner, Johanna ; EECKHOUDT, LOUIS ; Schroyen, Fred.
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47. Almost Stochastic Dominance and stocks for the long run. (2009). Levy, Moshe.
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48. Unbiased Disagreement and the Efficient Market Hypothesis. (2009). Jouini, Elyes ; Napp, Clotilde.
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49. Are risk-averse agents more optimistic? A Bayesian estimation approach. (2008). NAPP, Clotilde ; Jouini, Elyès ; Ben Mansour, Selima ; Marin, Jean-Michel ; Robert, Christian.
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50. Mean Variance Vulnerability. (2008). Eichner, Thomas.
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51. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model. (2008). NAPP, Clotilde ; Jouini, Elyès.
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52. On Abels Concept of Doubt and Pessimism. (2008). NAPP, Clotilde ; Jouini, Elyès.
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53. On Abels concept of doubt and pessimism. (2008). NAPP, Clotilde ; Jouini, Elyès.
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54. Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach. (2008). Ben Mansour, Selima ; Marin, Jean-Michel ; Jouini, Elyes ; Napp, Clotilde ; Robert, Christian P..
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55. Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs. (2007). Jouini, Elyes ; Napp, Clotilde.
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56. Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt. (2006). NAPP, Clotilde ; Jouini, Elyès.
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57. Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle. (2006). Söderlind, Paul ; Giordani, Paolo.
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58. The Monotonicity of Asset Prices with Changes in Risk. (2005). Osaki, Yusuke ; Ohnishi, Masamitsu.
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59. Optimal Illusions and Decisions under Risk. (2005). Gollier, Christian.
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60. Stochastic dominance on optimal portfolio with one risk-less and two risky assets. (2005). Nguema, Jean Fernand.
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61. Optimal Illusions and Decisions under Risk. (2005). Gollier, Christian.
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62. Hétérogénéité des croyances, prix du risque et volatilité des marchés. (2004). NAPP, Clotilde ; Jouini, Elyès.
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63. Optimal Positive Thinking and Decisions under Risk. (2004). Gollier, Christian.
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64. Comparative statics tests between decision models under risk. (1999). Schlee, Edward ; Ormiston, Michael B..
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65. Capacity choice in a two-stage problem under uncertainty. (1999). Hennessy, David.
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66. TWO MOMENT DECISION MODELS AND EXPECTED UTILITY MAXIMIZATION: SOME IMPLICATIONS FOR APPLIED RESEARCH. (1988). Meyer, Jack.
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67. Fraude fiscale et offre de travail au noir. (1987). Fluet, Claude.
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