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 0 0 2 45
EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE 0 0 1 207 2 5 29 753
Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems 0 0 0 45 0 2 7 435
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 1 2 4 33 1 3 15 141
Productivity-Based Asset Pricing: Theory and Evidence 0 1 3 273 1 3 20 716
Reducing the Dimensionality of Linear Quadratic Control Problems 0 0 0 159 0 1 9 737
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 1 42 1 3 14 135
The Adverse Impact of Gradual Temperature Change on Capital Investment 0 0 4 16 0 0 34 77
What Do Financial Markets Reveal about Global Warming? 0 0 1 63 3 7 21 165
Total Working Papers 1 3 14 844 8 24 151 3,204


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 1 6 75
Actively Learning about Demand and the Dynamics of Price Adjustment 0 1 8 98 0 5 26 247
Autocorrelated Returns and Optimal Intertemporal Portfolio Choice 0 3 8 15 0 4 16 37
Currency risk premia and uncovered interest parity in the International CAPM 3 6 13 13 18 29 54 54
Efficient gradualism in intertemporal portfolios 0 0 1 14 0 0 2 58
Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence 0 1 1 48 1 2 8 161
Evaluation of linear asset pricing models by implied portfolio performance 1 1 2 24 2 6 19 136
Exchange Rate Shocks and the Speed of Trade Price Adjustment 0 0 0 0 0 1 5 44
Factor Demand under Conditions of Product Demand and Supply Uncertainty 0 0 0 0 0 0 2 283
Government expenditure and equilibrium real exchange rates 1 2 6 91 2 6 14 235
Inflation Variability and Gradualist Monetary Policy 1 2 4 75 2 7 21 308
Location in the Hotelling duopoly model with demand uncertainty 0 1 2 103 0 5 20 294
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 0 0 4 158 0 2 21 518
Momentum and mean reversion across national equity markets 0 0 6 143 0 5 27 422
Money Supply Variability in a Macro Model of Monopolistic Competition 0 0 0 0 0 1 7 219
Money and the C-CAPM 0 1 4 54 0 1 8 111
Monopoly Power and Downward Price Rigidity under Costly Price Adjustment 0 0 0 0 0 0 12 240
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 0 11 0 2 5 102
Periodic learning about a hidden state variable 0 0 0 43 0 3 6 128
Precaution and Liquidity in the Demand for Housing 0 0 0 0 1 2 9 176
Predicting Stock Returns in an Efficient Market 0 2 8 763 3 10 50 2,208
Productivity-based asset pricing: Theory and evidence 2 3 13 97 5 13 41 269
Profits under Conditions of Uncertainty 0 0 0 0 0 1 4 106
Reducing the dimensionality of linear quadratic control problems 0 0 0 37 1 1 4 171
TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION 0 1 4 5 0 2 8 11
Time Preference and Life Cycle Consumption with Endogenous Survival 0 0 1 44 0 3 6 288
Variability and the Duration of Search 0 0 0 15 0 0 1 84
Total Journal Articles 8 24 85 1,863 35 112 402 6,985


Statistics updated 2014-12-03