Get started
Author

Pascal J. Maenhout

Observed names: P. Maenhout, PASCAL J. MAENHOUT, Pascal Maenhout, Pascala J. Maenhout
Institution: INSEAD
OpenAlex ID: A5083164889
Consumption and Portfolio Choice over the Life Cycle
2005 · João F. Cocco, Francisco J. Gomes, et al. · Review of Financial Studies · 1,496
Robust Portfolio Rules and Asset Pricing
2004 · Pascal J. Maenhout · Review of Financial Studies · 748
The Price of Correlation Risk: Evidence from Equity Options
2009 · JOOST DRIESSEN, PASCAL J. MAENHOUT, et al. · The Journal of Finance · 397
PDF
Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
2006 · Pascal J. Maenhout · Journal of Economic Theory · 236
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
2008 · K.J. Martijn Cremers, Joost Driessen, et al. · Review of Financial Studies · 216
Investing Retirement Wealth: A Life-Cycle Model
2000 · John Y. Campbell, João F. Cocco, et al. · SSRN Electronic Journal · 164
An Empirical Portfolio Perspective on Option Pricing Anomalies
2007 · Joost Driessen, Pascal Maenhout · European Finance Review · 152
Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry
2009 · Martijn Cremers, Joost Driessen, et al. · Journal of Financial and Quantitative Analysis · 127
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
2001 · John Y. Campbell, João Cocco, et al. · European Finance Review · 99
PDF
Individual stock-option prices and credit spreads
2008 · Martijn Cremers, Joost Driessen, et al. · Journal of Banking & Finance · 95
Investing Retirement Wealth: A Life-Cycle Model
1999 · John Campbell, Joao Cocco, et al. · National Bureau of Economic Research · 81
PDF
Investing Retirement Wealth
2001 · John Y. Campbell, Joaõ F. Cocco, et al. · University of Chicago Press eBooks · 78
Option-Implied Correlations and the Price of Correlation Risk
2020 · Grigory Vilkov, Joost Driessen, et al. · 57
The world price of jump and volatility risk
2012 · Joost Driessen, Pascal Maenhout · Journal of Banking & Finance · 53
Option-Implied Correlations and the Price of Correlation Risk
2013 · Joost Driessen, Pascal J. Maenhout, et al. · SSRN Electronic Journal · 43
Option-Implied Correlations and the Price of Correlation Risk
2012 · Joost Driessen, Pascal J. Maenhout, et al. · SSRN Electronic Journal · 35
Notes on Robust Portfolio Choice *
2011 · Parag A. Pathak, Research L. Epstein, et al. · 26
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
2007 · K. J. Martijn Cremers, Joost Driessen, et al. · SSRN Electronic Journal · 18
Investing Retirement Wealth? A Life-Cycle Model
2000 · John Y. Campbell, João F. Cocco, et al. · RePEc: Research Papers in Economics · 14
PDF
Introduction to model uncertainty and robustness
2006 · Lars Peter Hansen, Pascal Maenhout, et al. · Journal of Economic Theory · 13
Robustness and dynamic sentiment
2024 · Pascal J. Maenhout, Andrea Vedolin, et al. · Journal of Financial Economics · 9
Generalized Robustness and Dynamic Pessimism
2020 · Pascal Maenhout, Andrea Vedolin, et al. · National Bureau of Economic Research · 6
PDF
A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium
2002 · Bernard Dumas, Pascal J. Maenhout · SSRN Electronic Journal · 3
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
2022 · PASCAL J. MAENHOUT, HAO XING, et al. · The Journal of Finance · 2
On the Timing and Pricing of Cash Flows ∗
2010 · Jules H. Van Binsbergen, Stanford Gsb, et al. · 1
Works count: 28
Citation count: 4,169
H-index: 18
I10-index: 20
Year
Topic
Type