Details about Marianne Andries

Access statistics for papers by Marianne Andries.

Last updated 2025-02-08. Update your information in the RePEc Author Service.

Short-id: pan404

Working Papers

2024

1. Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Staff Reports, Federal Reserve Bank of New York (2014) View citations (12)
   See also Journal Article Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty, The Review of Financial Studies, Society for Financial Studies (2024) (2024)
2. In Their Shoes
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
3. Return Predictability, Expectations, and Investment: Experimental Evidence
   Post-Print, HAL
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2024)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)

2020

4. Information Aversion
   Post-Print, HAL View citations (8)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (4)
   TSE Working Papers, Toulouse School of Economics (TSE) (2017) View citations (4)
   2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (6)
   See also Journal Article Information Aversion, Journal of Political Economy, University of Chicago Press (2020) View citations (12) (2020)

2019

5. L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?
   Post-Print, HAL
   See also Journal Article L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?, Revue d'économie financière, Association d'économie financière (2019) (2019)

2017

6. The Term Structure of the Price of Variance Risk
   2017 Meeting Papers, Society for Economic Dynamics
   Also in Staff Reports, Federal Reserve Bank of New York (2015) View citations (14)

2016

7. Ambiguous Trade-offs: An Application to Climate Change
   2016 Meeting Papers, Society for Economic Dynamics

2015

8. Asset Pricing with Horizon-Dependent Risk Aversion
   2015 Meeting Papers, Society for Economic Dynamics View citations (8)

2012

9. Consumption-based Asset Pricing Loss Aversion
   2012 Meeting Papers, Society for Economic Dynamics View citations (14)

Journal Articles

2024

1. Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty
   The Review of Financial Studies, 2024, 37, (11), 3272-3334
   See also Working Paper Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty, CEPR Discussion Papers (2024) (2024)

2020

2. Information Aversion
   Journal of Political Economy, 2020, 128, (5), 1901 - 1939 View citations (12)
   See also Working Paper Information Aversion, Post-Print (2020) View citations (8) (2020)

2019

3. L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?
   Revue d'économie financière, 2019, N° 133, (1), 45-59
   See also Working Paper L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?, Post-Print (2019) (2019)