Details about Valery Polkovnichenko

Access statistics for papers by Valery Polkovnichenko.

Last updated 2010-07-04. Update your information in the RePEc Author Service.

Short-id: ppo46

Working Papers

2009

1. Quantifying the Distortionary Fiscal Cost of ‘The Bailout’
   Working Papers, Central Bank of Cyprus

2006

2. Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (6)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (2)

2004

3. (UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts
   FMG Discussion Papers, Financial Markets Group

Journal Articles

2009

1. First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes
   Journal of Finance, 2009, 64, (4), 1863-1887 View citations (23)
2. Optimal Savings with Taxable and Tax-Deferred Accounts
   Review of Economic Dynamics, 2009, 12, (4), 718-735 View citations (45)
   See also Software Item Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts", Computer Codes (2009) (2009)

2007

3. Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk
   The Review of Financial Studies, 2007, 20, (1), 83-124 View citations (88)

2005

4. Household Portfolio Diversification: A Case for Rank-Dependent Preferences
   The Review of Financial Studies, 2005, 18, (4), 1467-1502 View citations (151)

2004

5. Limited stock market participation and the equity premium
   Finance Research Letters, 2004, 1, (1), 24-34 View citations (42)

2003

6. Human Capital and the Private Equity Premium
   Review of Economic Dynamics, 2003, 6, (4), 831-845 View citations (24)

Software Items

2009

1. Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Optimal Savings with Taxable and Tax-Deferred Accounts, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) View citations (45) (2009)