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17 hits:
Working Paper

Asset Pricing with Uncertain Betas: A Long-Term Perspective

Christian Gollier
CESifo, Munich, 2013
CESifo Working Paper No. 4072

Working Paper

Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes

Christian Gollier
CESifo, Munich, 2012
CESifo Working Paper No. 4052

Working Paper

On the Underestimation of the Precautionary Effect in Discounting

Christian Gollier
CESifo, Munich, 2011
CESifo Working Paper No. 3536

Working Paper

Discounting, Inequalities and Economic Convergence

Christian Gollier
CESifo, Munich, 2010
CESifo Working Paper No. 3262

Working Paper

How Should the Distant Future be Discounted when Discount Rates are Uncertain?

Christian Gollier, Martin L. Weitzman
CESifo, Munich, 2009
CESifo Working Paper No. 2863

Working Paper

Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule

Christian Gollier
CESifo, Munich, 2009
CESifo Working Paper No. 2643

Working Paper

Assets Returns Volatility and Investment Horizon: The French Case

Frédérique Bec, Christian Gollier
CESifo, Munich, 2009
CESifo Working Paper No. 2622

Working Paper

Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement

Frédérique Bec, Christian Gollier
CESifo, Munich, 2009
CESifo Working Paper No. 2596

Working Paper

Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund

Christian Gollier
CESifo, Munich, 2007
CESifo Working Paper No. 1969

Working Paper

Optimal Portfolio Management for Individual Pension Plans

Christian Gollier
CESifo, Munich, 2005
CESifo Working Paper No. 1394

Working Paper

Some Aspects of the Economics of Catastrophe Risk Insurance

Christian Gollier
CESifo, Munich, 2005
CESifo Working Paper No. 1409

Working Paper

Optimal Illusions and Decisions under Risk

Christian Gollier
CESifo, Munich, 2005
CESifo Working Paper No. 1382

Working Paper

The Consumption-Based Determinants of the Term Structure of Discount Rates

Christian Gollier
CESifo, Munich, 2005
CESifo Working Paper No. 1375

Working Paper

Collective Investment Decision Making with Heterogeneous Time Preferences

Christian Gollier, Richard Zeckhauser
CESifo, Munich, 2003
CESifo Working Paper No. 915

Working Paper

Collective Risk-Taking Decisions with Heterogeneous Beliefs

Christian Gollier
CESifo, Munich, 2003
CESifo Working Paper No. 909

Working Paper

Changes in Risk and Asset Prices

Harris Schlesinger, Christian Gollier
CESifo, Munich, 2001
CESifo Working Paper No. 443

Working Paper

Discounting an Uncertain Future

Christian Gollier, Jean-Charles Rochet
CES, Munich, 1998
CES Working Paper No. 168