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 0 6 1 1 3 46
EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE 0 0 1 207 2 6 31 755
Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems 0 0 0 45 2 2 9 437
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 0 2 4 33 6 8 20 147
Productivity-Based Asset Pricing: Theory and Evidence 1 2 4 274 6 9 25 722
Reducing the Dimensionality of Linear Quadratic Control Problems 0 0 0 159 1 1 10 738
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 1 42 1 2 14 136
The Adverse Impact of Gradual Temperature Change on Capital Investment 0 0 4 16 1 1 33 78
What Do Financial Markets Reveal about Global Warming? 2 2 2 65 6 11 25 171
Total Working Papers 3 6 16 847 26 41 170 3,230


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 1 1 5 76
Actively Learning about Demand and the Dynamics of Price Adjustment 0 1 8 98 1 4 27 248
Autocorrelated Returns and Optimal Intertemporal Portfolio Choice 0 2 8 15 1 3 17 38
Currency risk premia and uncovered interest parity in the International CAPM 2 8 15 15 9 35 63 63
Efficient gradualism in intertemporal portfolios 0 0 1 14 1 1 3 59
Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence 0 1 1 48 1 3 9 162
Evaluation of linear asset pricing models by implied portfolio performance 0 1 2 24 3 7 18 139
Exchange Rate Shocks and the Speed of Trade Price Adjustment 0 0 0 0 1 1 6 45
Factor Demand under Conditions of Product Demand and Supply Uncertainty 0 0 0 0 2 2 4 285
Government expenditure and equilibrium real exchange rates 1 3 7 92 1 5 15 236
Inflation Variability and Gradualist Monetary Policy 0 2 4 75 1 5 22 309
Location in the Hotelling duopoly model with demand uncertainty 1 2 3 104 2 4 21 296
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 0 0 4 158 0 1 21 518
Momentum and mean reversion across national equity markets 0 0 6 143 1 2 27 423
Money Supply Variability in a Macro Model of Monopolistic Competition 0 0 0 0 1 1 8 220
Money and the C-CAPM 1 1 5 55 2 2 10 113
Monopoly Power and Downward Price Rigidity under Costly Price Adjustment 0 0 0 0 1 1 12 241
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 0 11 2 2 7 104
Periodic learning about a hidden state variable 0 0 0 43 0 1 6 128
Precaution and Liquidity in the Demand for Housing 0 0 0 0 1 2 10 177
Predicting Stock Returns in an Efficient Market 0 1 7 763 1 7 47 2,209
Productivity-based asset pricing: Theory and evidence 1 4 14 98 3 14 43 272
Profits under Conditions of Uncertainty 0 0 0 0 1 1 5 107
Reducing the dimensionality of linear quadratic control problems 0 0 0 37 1 2 5 172
TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION 0 1 3 5 1 3 7 12
Time Preference and Life Cycle Consumption with Endogenous Survival 0 0 1 44 1 2 7 289
Variability and the Duration of Search 0 0 0 15 1 1 2 85
Total Journal Articles 6 27 89 1,869 41 113 427 7,026


Statistics updated 2015-01-03