Marianne Andries

University of Toulouse 1 - Toulouse School of Economics (TSE)

Place Anatole-France

Toulouse Cedex, F-31042

France

SCHOLARLY PAPERS

6

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1,273

SSRN CITATIONS
Rank 23,480

SSRN RANKINGS

Top 23,480

in Total Papers Citations

18

CROSSREF CITATIONS

24

Scholarly Papers (6)

1.

Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty

FRB of New York Staff Report No. 703
Number of pages: 100 Posted: 09 Dec 2014 Last Revised: 01 Sep 2019
Marianne Andries, Thomas M. Eisenbach and Martin C. Schmalz
University of Toulouse 1 - Toulouse School of Economics (TSE), Federal Reserve Banks - Federal Reserve Bank of New York and University of Oxford - Finance
Downloads 629 (52,299)
Citation 17

Abstract:

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risk aversion, early resolution, term structure, volatility risk

2.

The Term Structure of the Price of Variance Risk

FRB of New York Staff Report No. 736
Number of pages: 34 Posted: 07 Aug 2015
University of Toulouse 1 - Toulouse School of Economics (TSE), Federal Reserve Banks - Federal Reserve Bank of New York, University of Oxford - Finance and University of Michigan at Ann Arbor
Downloads 329 (113,489)
Citation 6

Abstract:

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volatility risk, option returns, straddle, term structure

3.

Consumption-Based Asset Pricing with Loss Aversion

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 40 Posted: 05 Sep 2012
Marianne Andries
University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 191 (194,695)
Citation 15

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4.

Return Predictability, Expectations, and Investment: Experimental Evidence

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 44 Posted: 14 Oct 2020
University of Toulouse 1 - Toulouse School of Economics (TSE), University of Toulouse 1 - Toulouse School of Economics (TSE), University of Toulouse 1 - Toulouse School of Economics (TSE) and Toulouse School of Economics
Downloads 46 (485,790)
Citation 1

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5.

Risk Pricing Under Gain-Loss Asymmetry

Number of pages: 71 Posted: 12 Aug 2019
Marianne Andries
University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 41 (508,081)
Citation 1

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6.

Information Aversion

NBER Working Paper No. w23958
Number of pages: 52 Posted: 23 Oct 2017 Last Revised: 19 Jun 2021
Marianne Andries and Valentin Haddad
University of Toulouse 1 - Toulouse School of Economics (TSE) and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 37 (527,077)
Citation 10

Abstract:

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