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 1 1 209 5 6 13 784
EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE 0 0 0 8 0 0 5 67
Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems 0 0 2 49 2 4 7 456
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 0 0 1 38 1 4 18 180
Productivity-Based Asset Pricing: Theory and Evidence 1 5 8 287 4 9 25 764
Reducing the Dimensionality of Linear Quadratic Control Problems 0 0 0 159 1 1 3 743
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 1 3 45 2 5 13 170
The Adverse Impact of Gradual Temperature Change on Capital Investment 0 0 1 18 2 2 7 104
What Do Financial Markets Reveal about Global Warming? 0 0 4 74 1 3 20 217
Total Working Papers 1 7 20 887 18 34 111 3,485


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 0 5 84
Actively Learning about Demand and the Dynamics of Price Adjustment 0 1 5 106 0 3 10 269
Autocorrelated Returns and Optimal Intertemporal Portfolio Choice 0 0 2 18 1 3 8 53
Currency risk premia and uncovered interest parity in the International CAPM 1 1 2 32 1 3 23 156
Efficient gradualism in intertemporal portfolios 1 1 1 15 2 2 5 66
Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence 0 0 1 50 2 2 10 178
Evaluation of linear asset pricing models by implied portfolio performance 1 1 2 29 4 5 10 159
Exchange Rate Shocks and the Speed of Trade Price Adjustment 0 0 0 0 0 0 2 51
Factor Demand under Conditions of Product Demand and Supply Uncertainty 0 0 0 0 0 0 3 291
Government expenditure and equilibrium real exchange rates 0 0 1 95 0 0 9 251
Inflation Variability and Gradualist Monetary Policy 0 0 0 76 0 0 7 328
Location in the Hotelling duopoly model with demand uncertainty 0 0 2 108 0 0 10 311
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 1 1 1 159 3 5 15 548
Momentum and mean reversion across national equity markets 2 2 4 154 4 7 19 466
Money Supply Variability in a Macro Model of Monopolistic Competition 0 0 0 0 0 0 5 232
Money and the C-CAPM 0 1 6 63 1 4 13 140
Monopoly Power and Downward Price Rigidity under Costly Price Adjustment 0 0 0 0 1 2 9 256
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 1 14 0 2 12 123
Periodic learning about a hidden state variable 0 0 1 45 0 1 4 136
Precaution and Liquidity in the Demand for Housing 0 0 0 0 0 1 5 183
Predicting Stock Returns in an Efficient Market 0 1 7 784 1 9 35 2,278
Productivity-based asset pricing: Theory and evidence 0 1 3 103 2 5 18 305
Profits under Conditions of Uncertainty 0 0 0 0 0 2 3 114
Reducing the dimensionality of linear quadratic control problems 0 0 2 40 0 0 7 184
TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION 1 1 2 8 1 2 3 21
Time Preference and Life Cycle Consumption with Endogenous Survival 0 0 0 44 0 1 3 300
Variability and the Duration of Search 0 0 1 16 0 1 8 95
Total Journal Articles 7 11 44 1,971 23 60 261 7,578


Statistics updated 2017-01-03