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Marianne Andries
Marianne Andries
Verified email at tse-fr.eu
Title
Cited by
Cited by
Year
Information aversion
M Andries, V Haddad
Journal of Political Economy 128 (5), 1901-1939, 2020
922020
Horizon-dependent risk aversion and the timing and pricing of uncertainty
M Andries, TM Eisenbach, MC Schmalz
FRB of New York Staff Report, 2019
482019
Consumption-based asset pricing with loss aversion
M Andries
The University of Chicago, 2012
442012
Asset pricing with horizondependent risk aversion
M Andries, TM Eisenbach, MC Schmalz
Federal Reserve Bank of New York Staff Reports 703, 2014
272014
The term structure of the price of variance risk
M Andries, TM Eisenbach, RJ Kahn, MC Schmalz
FRB of New York Staff Report, 2015
202015
Social Responsibility and Asset Prices: Is there a Relationship?
M Andries
University of Chicago: Chicago, IL, USA, 2008
112008
Return predictability, expectations, and investment: Experimental evidence
M Andries, M Bianchi, K Huynh, S Pouget
Proceedings of Paris December 2020 Finance Meeting EUROFIDAI-ESSEC, 2020
82020
Risk-pricing under gain-loss asymmetry
M Andries
72019
Price vs. quantity in the term structure of variance risk premia
M Andries, T Eisenbach, M Schmalz, Y Wang
Federal Reserve Bank of New York Staff Reports, 2015
32015
L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps?
M Andries
Revue d’économie financière, 45-59, 2019
22019
Asset Pricing with Horizon-Dependent Risk Aversion
T Eisenbach, M Schmalz, M Andries
2015 Meeting Papers, 2015
12015
Financial Advisors and Investors’ Bias
M Andries, M Bonelli, DA Sraer
Available at SSRN, 2024
2024
Is Risk Aversion, a Key Determinant of the Price of Risk and Equity Risk Premia, Varying over Time?
M Andries
Revue d'economie financiere 133 (1), 45-59, 2019
2019
Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
MC Schmalz, M Andries, TM Eisenbach
Federal Reserve Bank of New York, 2018
2018
The Term Structure of the Price of Variance Risk
Y Wang, T Eisenbach, M Schmalz, M Andries
2017 Meeting Papers, 2017
2017
Ambiguous Trade-Offs
M Andries, N Boyarchenko
2016
Ambiguous Trade-offs: An Application to Climate Change
N Boyarchenko, M Andries
2016 Meeting Papers, 2016
2016
The Term Structure of the Price of Variance Risk
MC Schmalz, M Andries, Y Wang, TM Eisenbach
Federal Reserve Bank of New York, 2015
2015
In this section
F Borgonovi, SV Subramanian, E Andrieu
Fama, Hansen, Shiller: Nobelists 2013
M Andries, B Biais
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Articles 1–20