Jaroslav Borovička : Citation Profile

New York University (NYU)

9

H index

9

i10 index

268

Citations

RESEARCH PRODUCTION:

9

Articles

19

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 14
   Journals where Jaroslav Borovička has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 12 (4.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo435
   Updated: 2026-01-17    RAS profile: 2025-08-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ho, Paul (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jaroslav Borovička.

Is cited by:

Hansen, Lars (11)

Sargent, Thomas (9)

Toda, Alexis Akira (6)

Lopez, Pierlauro (6)

Lustig, Hanno (5)

Olkhov, Victor (5)

Zviadadze, Irina (5)

Chernov, Mikhail (5)

Boyarchenko, Nina (5)

Karantounias, Anastasios (4)

Song, Jae (4)

Cites to:

Hansen, Lars (57)

Epstein, Larry (18)

Sargent, Thomas (18)

Zin, Stanley (18)

Scheinkman, Jose (17)

Kreps, David (15)

Reis, Ricardo (11)

Campbell, John (9)

Strzalecki, Tomasz (8)

gourieroux, christian (7)

Adam, Klaus (7)

Main data

Where Jaroslav Borovička has published?

Journals with more than one article published# docs
Journal of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
Papers / arXiv.org2
Working Paper Series / Federal Reserve Bank of Chicago2

Recent works citing Jaroslav Borovička (2025 and 2024)

YearTitle of citing document
2024Volatility Depends on Market Trades and Macro Theory. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

Full description at Econpapers || Download paper

2024Three Remarks On Asset Pricing. (2024). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

Full description at Econpapers || Download paper

2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

Full description at Econpapers || Download paper

2024Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time. (2024). Havrylenko, Yevhen ; Desmettre, Sascha ; Steffensen, Mogens ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2407.16525.

Full description at Econpapers || Download paper

2025How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2508.20435.

Full description at Econpapers || Download paper

2025Heterogeneous Agents in the Data Economy. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2509.09656.

Full description at Econpapers || Download paper

2025Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929.

Full description at Econpapers || Download paper

2025Uncovering Subjective Models from Survey Expectations. (2025). Wang, Tao ; Hou, Chenyu. In: Staff Working Papers. RePEc:bca:bocawp:25-31.

Full description at Econpapers || Download paper

2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

Full description at Econpapers || Download paper

2024Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728.

Full description at Econpapers || Download paper

2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

Full description at Econpapers || Download paper

2024Information content of option prices: Comparing analyst forecasts to option-based forecasts. (2024). Sanford, Anthony. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001220.

Full description at Econpapers || Download paper

2025The impact of heterogeneous consumption and productivity expectations on factor risk premia. (2025). Umlandt, Dennis ; Symann, Paul ; Bauer, Christian. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006037.

Full description at Econpapers || Download paper

2024Robust inference for moment condition models without rational expectations. (2024). Hansen, Lars ; Chen, Xiaohong. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x.

Full description at Econpapers || Download paper

2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

Full description at Econpapers || Download paper

2024Ambiguity, information processing, and financial intermediation. (2024). Luo, Yulei ; Kasa, Kenneth ; Han, Leyla Jianyu. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001285.

Full description at Econpapers || Download paper

2025Beliefs and the net worth trap. (2025). Papamichalis, Theofanis ; Lee, Seungjoo ; Gopalakrishna, Goutham. In: Journal of Economic Theory. RePEc:eee:jetheo:v:227:y:2025:i:c:s0022053125000791.

Full description at Econpapers || Download paper

2025Arbitrage-based recovery. (2025). Horvath, Ferenc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001922.

Full description at Econpapers || Download paper

2024Asymmetric information and misaligned inflation expectations. (2024). Han, Zhao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001253.

Full description at Econpapers || Download paper

2024Cyclicality of uncertainty and disagreement. (2024). Zohar, Osnat. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001526.

Full description at Econpapers || Download paper

2025Announcements, expectations, and stock returns with asymmetric information. (2025). Han, Leyla Jianyu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000224.

Full description at Econpapers || Download paper

2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Lyu, Yang ; Zhang, Xiaoqi ; Zhou, Wenyuan ; Fu, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

Full description at Econpapers || Download paper

2024The impact of macroeconomic announcements on risk, preference, and risk premium. (2024). Kiriu, Takuya ; Hibiki, Norio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:842-857.

Full description at Econpapers || Download paper

2025An information-theoretic asset pricing model. (2025). Ghosh, Anisha ; Taylor, Alex P ; Julliard, Christian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126155.

Full description at Econpapers || Download paper

2024Lower bounds of uncertainty and upper limits on the accuracy of forecasts of macroeconomic variables. (2024). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:121628.

Full description at Econpapers || Download paper

2025Equilibrium asset pricing with short rate risk. (2025). Sbuelz, Alessandro. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00442-4.

Full description at Econpapers || Download paper

2024Unbounded Markov dynamic programming with weighted supremum norm Perov contractions. (2024). Toda, Alexis Akira. In: Economic Theory Bulletin. RePEc:spr:etbull:v:12:y:2024:i:2:d:10.1007_s40505-024-00267-9.

Full description at Econpapers || Download paper

2024Do not Blame Bellman: It Is Koopmans Fault. (2024). Vailakis, Yiannis ; Bloise, Gaetano ; le Van, Cuong. In: Econometrica. RePEc:wly:emetrp:v:92:y:2024:i:1:p:111-140.

Full description at Econpapers || Download paper

Works by Jaroslav Borovička:

YearTitleTypeCited
2019Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities In: Papers.
[Full Text][Citation analysis]		paper22
2020Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2020) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2017Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2018Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2018) In: 2018 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2021Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition In: Papers.
[Full Text][Citation analysis]		paper3
2021Stability of equilibrium asset pricing models: A necessary and sufficient condition.(2021) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2016Misspecified Recovery In: Journal of Finance.
[Full Text][Citation analysis]		article41
2014Misspecified Recovery.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2015Misspecified Recovery.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2014Examining macroeconomic models through the lens of asset pricing In: Journal of Econometrics.
[Full Text][Citation analysis]		article36
2012Examining macroeconomic models through the lens of asset pricing.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2016Term Structure of Uncertainty in the Macroeconomy In: Handbook of Macroeconomics.
[Full Text][Citation analysis]		chapter7
2016Term Structure of Uncertainty in the Macroeconomy.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2011Survival and long-run dynamics with heterogeneous beliefs under recursive preferences In: Working Paper Series.
[Full Text][Citation analysis]		paper22
2020Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2021Macroeconomic Effects of Household Pessimism and Optimism In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		article0
2019Survey Data and Subjective Beliefs in Business Cycle Models In: Working Paper.
[Full Text][Citation analysis]		paper33
2025Survey Data and Subjective Beliefs in Business Cycle Models.(2025) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2009Risk Price Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2011Risk-Price Dynamics.(2011) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		article
2014Shock Elasticities and Impulse Responses In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
2016Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2016Identifying ambiguity shocks in business cycle models using survey data.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2025Robust Bounds on Optimal Tax Progressivity In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2007Banking Efficiency and Foreign Ownership in Transition: Is There Evidence of a Cream-Skimming Effect? In: Financial Stability Report.
[Full Text][Citation analysis]		article3
2009Heterogeneous beliefs under recursive preferences In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper14
2013Robust preference expansions In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper1
2015Discount rates and employment fluctuations In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper0
2017Discount Rates and Employment Fluctuations.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Lars Peter Hansen (1952–) In: Springer Books.
[Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team