Access Statistics for Ronald J. Balvers

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE 0 0 2 6 1 1 13 44
EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE 0 0 1 206 1 7 24 731
Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems 0 0 1 45 0 1 15 429
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 1 2 4 31 2 5 20 132
Productivity-Based Asset Pricing: Theory and Evidence 1 1 8 271 3 7 36 704
Reducing the Dimensionality of Linear Quadratic Control Problems 0 0 1 159 1 2 9 730
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 2 41 0 2 11 124
The Adverse Impact of Gradual Temperature Change on Capital Investment 1 2 6 14 11 20 42 65
What Do Financial Markets Reveal about Global Warming? 0 0 4 63 1 4 21 150
Total Working Papers 3 5 29 836 20 49 191 3,109


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Keynesian general equilibrium model with competitive firms and rational expectations 0 0 0 12 0 2 16 73
Actively Learning about Demand and the Dynamics of Price Adjustment 0 2 4 92 3 10 28 231
Autocorrelated Returns and Optimal Intertemporal Portfolio Choice 2 2 6 9 2 3 15 24
Currency risk premia and uncovered interest parity in the International CAPM 1 1 1 1 3 7 7 7
Efficient gradualism in intertemporal portfolios 0 0 0 13 0 0 5 56
Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence 0 0 0 47 0 2 12 155
Evaluation of linear asset pricing models by implied portfolio performance 0 0 2 22 1 2 23 123
Exchange Rate Shocks and the Speed of Trade Price Adjustment 0 0 0 0 0 1 11 40
Factor Demand under Conditions of Product Demand and Supply Uncertainty 0 0 0 0 1 1 9 282
Government expenditure and equilibrium real exchange rates 1 2 3 87 1 2 13 223
Inflation Variability and Gradualist Monetary Policy 1 1 1 72 3 5 12 292
Location in the Hotelling duopoly model with demand uncertainty 0 0 12 101 2 2 42 277
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 1 2 5 156 3 7 24 504
Momentum and mean reversion across national equity markets 0 3 8 140 5 11 41 407
Money Supply Variability in a Macro Model of Monopolistic Competition 0 0 0 0 0 2 5 214
Money and the C-CAPM 0 0 1 50 0 1 5 104
Monopoly Power and Downward Price Rigidity under Costly Price Adjustment 0 0 0 0 2 4 13 233
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 3 11 1 1 17 98
Periodic learning about a hidden state variable 0 0 0 43 1 2 8 124
Precaution and Liquidity in the Demand for Housing 0 0 0 0 1 2 10 169
Predicting Stock Returns in an Efficient Market 1 2 14 758 5 15 72 2,177
Productivity-based asset pricing: Theory and evidence 0 1 7 85 2 4 38 233
Profits under Conditions of Uncertainty 0 0 0 0 0 2 7 104
Reducing the dimensionality of linear quadratic control problems 0 0 1 37 0 0 10 167
TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION 1 2 4 4 1 4 9 9
Time Preference and Life Cycle Consumption with Endogenous Survival 0 0 1 43 0 0 5 282
Variability and the Duration of Search 0 0 0 15 0 0 5 83
Total Journal Articles 8 18 73 1,798 37 92 462 6,691


Statistics updated 2014-04-04