| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables |
0 |
1 |
5 |
751 |
0 |
4 |
18 |
2,190 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
159 |
| Asset Pricing in the Dark: The Cross Section of OTC Stocks |
0 |
0 |
0 |
14 |
0 |
0 |
5 |
115 |
| Build America Bonds |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
154 |
| CAPM Over the Long Run: 1926-2001 |
0 |
0 |
0 |
259 |
1 |
1 |
4 |
758 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
1 |
202 |
1 |
1 |
6 |
805 |
| Do Funds-of-Funds Deserve Their Fees-on-Fees? |
0 |
0 |
1 |
87 |
0 |
1 |
7 |
295 |
| Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
0 |
0 |
1 |
255 |
0 |
2 |
7 |
876 |
| Do demographic changes affect risk premiums? Evidence from international data |
0 |
0 |
0 |
106 |
2 |
2 |
3 |
474 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
1 |
2 |
216 |
0 |
4 |
6 |
745 |
| Downside Risk |
1 |
1 |
3 |
355 |
1 |
4 |
19 |
993 |
| Downside Risk and the Momentum Effect |
0 |
0 |
0 |
398 |
0 |
1 |
4 |
1,692 |
| Hedge Fund Leverage |
0 |
0 |
0 |
165 |
1 |
2 |
15 |
581 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
0 |
1 |
251 |
0 |
2 |
8 |
651 |
| How do Regimes Affect Asset Allocation? |
0 |
0 |
1 |
375 |
1 |
1 |
11 |
962 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
0 |
248 |
0 |
0 |
3 |
907 |
| Inflation and Individual Equities |
0 |
0 |
0 |
55 |
0 |
1 |
5 |
228 |
| Inflation and Individual Equities |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
44 |
| International Asset Allocation with Time-Varying Correlations |
0 |
1 |
2 |
922 |
0 |
1 |
4 |
2,685 |
| Is IPO Underperformance a Peso Problem? |
0 |
0 |
0 |
62 |
1 |
1 |
3 |
463 |
| Liability Investment with Downside Risk |
0 |
0 |
0 |
7 |
1 |
1 |
6 |
132 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
166 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
0 |
219 |
2 |
2 |
7 |
686 |
| No-Arbitrage Taylor Rules |
0 |
0 |
0 |
138 |
0 |
0 |
1 |
450 |
| No-Arbitrage Taylor Rules |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
216 |
| Portfolio Choice with Illiquid Assets |
0 |
0 |
1 |
108 |
0 |
0 |
5 |
339 |
| Portfolio Performance Attribution via Shapley Value |
0 |
0 |
4 |
32 |
2 |
3 |
18 |
95 |
| Regime Changes and Financial Markets |
3 |
3 |
11 |
74 |
4 |
4 |
30 |
291 |
| Regime Changes and Financial Markets |
0 |
1 |
5 |
207 |
1 |
5 |
21 |
469 |
| Regime Switches in Interest Rates |
1 |
1 |
7 |
1,162 |
1 |
3 |
15 |
2,905 |
| Risk, Return and Dividends |
0 |
0 |
0 |
146 |
0 |
1 |
2 |
304 |
| Risk, Return and Dividends |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
108 |
| Search for a Common Factor in Public and Private Real Estate Returns |
0 |
0 |
0 |
3 |
2 |
3 |
9 |
187 |
| Stock Return Predictability: Is it There? |
3 |
6 |
19 |
1,176 |
9 |
16 |
47 |
3,328 |
| Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe |
0 |
0 |
0 |
210 |
1 |
1 |
3 |
483 |
| Tax-Aware Portfolio Construction via Convex Optimization |
0 |
0 |
2 |
20 |
0 |
0 |
3 |
37 |
| Taxes on Tax-Exempt Bonds |
0 |
0 |
0 |
54 |
2 |
2 |
5 |
327 |
| Testing Conditional Factor Models |
0 |
0 |
0 |
312 |
0 |
0 |
0 |
644 |
| Testing Conditional Factor Models |
0 |
0 |
1 |
128 |
1 |
1 |
8 |
391 |
| The Cross-Section of Volatility and Expected Returns |
0 |
1 |
3 |
608 |
1 |
5 |
15 |
1,974 |
| The Joint Cross Section of Stocks and Options |
0 |
0 |
1 |
57 |
1 |
2 |
6 |
190 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
0 |
253 |
1 |
2 |
3 |
798 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
2 |
2 |
454 |
0 |
3 |
5 |
1,138 |
| What Does the Yield Curve Tell us about GDP Growth? |
0 |
0 |
1 |
456 |
0 |
1 |
5 |
1,717 |
| Why Stocks May Disappoint |
0 |
0 |
0 |
289 |
0 |
0 |
2 |
1,090 |
| Total Working Papers |
8 |
18 |
75 |
10,988 |
37 |
84 |
355 |
34,242 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
0 |
4 |
9 |
517 |
2 |
10 |
46 |
1,789 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
1 |
9 |
2 |
4 |
6 |
92 |
| Asset Pricing in the Dark: The Cross-Section of OTC Stocks |
0 |
0 |
1 |
38 |
0 |
1 |
7 |
282 |
| Asymmetric correlations of equity portfolios |
0 |
1 |
5 |
625 |
2 |
6 |
23 |
1,645 |
| CAPM over the long run: 1926-2001 |
1 |
1 |
5 |
289 |
1 |
3 |
14 |
784 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
3 |
165 |
0 |
0 |
8 |
631 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
1 |
2 |
10 |
613 |
3 |
8 |
42 |
1,933 |
| Downside Risk |
1 |
6 |
16 |
474 |
5 |
18 |
48 |
1,476 |
| Downside risk |
0 |
0 |
3 |
74 |
1 |
2 |
8 |
554 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
2 |
7 |
33 |
166 |
5 |
12 |
56 |
417 |
| Factor risk premiums and invested capital: calculations with stochastic discount factors |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
143 |
| Hedge fund leverage |
0 |
1 |
10 |
133 |
1 |
5 |
31 |
624 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
1 |
1 |
12 |
549 |
5 |
9 |
55 |
1,897 |
| Interest Rate Risk Management |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
18 |
| International Asset Allocation With Regime Shifts |
0 |
0 |
0 |
1 |
8 |
17 |
58 |
1,433 |
| Investment beliefs of endowments |
0 |
0 |
3 |
17 |
0 |
0 |
3 |
53 |
| Is Ipo Underperformance a Peso Problem? |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
169 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
145 |
| Monetary Policy Shifts and the Term Structure |
1 |
1 |
2 |
127 |
3 |
3 |
12 |
493 |
| No-arbitrage Taylor rules |
0 |
0 |
0 |
209 |
0 |
0 |
1 |
957 |
| Portfolio Choice with Illiquid Assets |
0 |
0 |
9 |
52 |
2 |
2 |
17 |
187 |
| Regime Changes and Financial Markets |
2 |
6 |
24 |
217 |
7 |
17 |
73 |
823 |
| Regime Switches in Interest Rates |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
1,227 |
| Risk, return, and dividends |
0 |
0 |
0 |
124 |
0 |
0 |
2 |
417 |
| Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches |
0 |
1 |
4 |
15 |
0 |
3 |
12 |
68 |
| Short rate nonlinearities and regime switches |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
234 |
| Stock Return Predictability: Is it There? |
1 |
2 |
4 |
28 |
4 |
5 |
12 |
229 |
| Systemic sovereign credit risk: Lessons from the U.S. and Europe |
0 |
0 |
13 |
337 |
0 |
3 |
31 |
964 |
| Taxes on Tax‐Exempt Bonds |
1 |
1 |
2 |
53 |
1 |
4 |
11 |
270 |
| Testing conditional factor models |
1 |
1 |
3 |
285 |
1 |
4 |
16 |
801 |
| The Cross‐Section of Volatility and Expected Returns |
3 |
9 |
26 |
729 |
8 |
32 |
147 |
2,777 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
0 |
5 |
14 |
219 |
2 |
8 |
27 |
543 |
| The Joint Cross Section of Stocks and Options |
1 |
4 |
13 |
86 |
3 |
9 |
34 |
350 |
| The Term Structure of Real Rates and Expected Inflation |
1 |
3 |
7 |
241 |
2 |
8 |
20 |
756 |
| The term structure of real rates and expected inflation |
0 |
0 |
1 |
413 |
0 |
2 |
8 |
1,337 |
| Using Stocks or Portfolios in Tests of Factor Models |
0 |
0 |
6 |
43 |
0 |
3 |
21 |
143 |
| What does the yield curve tell us about GDP growth? |
0 |
4 |
8 |
354 |
10 |
17 |
37 |
1,316 |
| What does the yield curve tell us about GDP growth? |
0 |
1 |
1 |
860 |
1 |
2 |
5 |
2,758 |
| Why stocks may disappoint |
0 |
0 |
1 |
243 |
1 |
1 |
4 |
761 |
| Total Journal Articles |
17 |
61 |
249 |
8,454 |
80 |
221 |
913 |
31,496 |
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