| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Multivariate Model of Strategic Asset Allocation |
4 |
12 |
53 |
1,382 |
11 |
33 |
124 |
3,860 |
| A Multivariate Model of Strategic Asset Allocation |
1 |
6 |
26 |
361 |
10 |
24 |
83 |
931 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
15 |
41 |
186 |
1,355 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
4 |
13 |
59 |
475 |
7 |
19 |
81 |
1,100 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
2 |
4 |
17 |
161 |
5 |
10 |
47 |
394 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
1 |
6 |
35 |
114 |
5 |
11 |
73 |
265 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
1 |
2 |
16 |
303 |
3 |
7 |
42 |
876 |
| Foreign Currency for Long-Term Investors |
1 |
4 |
22 |
244 |
5 |
11 |
62 |
627 |
| Foreign Currency for Long-Term Investors |
2 |
2 |
14 |
138 |
2 |
4 |
36 |
386 |
| Global Currency Hedging |
6 |
10 |
65 |
192 |
13 |
30 |
165 |
507 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
4 |
37 |
37 |
5 |
19 |
101 |
101 |
| Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
5 |
9 |
45 |
90 |
10 |
28 |
120 |
235 |
| Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
6 |
14 |
81 |
510 |
15 |
46 |
181 |
1,298 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
1 |
2 |
7 |
37 |
3 |
5 |
22 |
123 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
1 |
2 |
12 |
54 |
2 |
6 |
42 |
191 |
| PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
13 |
55 |
2 |
3 |
54 |
139 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
4 |
12 |
47 |
621 |
12 |
25 |
92 |
1,361 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
30 |
96 |
352 |
2,038 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
3 |
6 |
24 |
157 |
12 |
25 |
96 |
435 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
6 |
19 |
63 |
432 |
16 |
38 |
146 |
1,003 |
| THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
1 |
3 |
37 |
1 |
3 |
22 |
115 |
| The Excess Burden of Government Indecision |
1 |
1 |
4 |
24 |
2 |
5 |
23 |
69 |
| The Excess Burden of Government Indecision |
0 |
0 |
2 |
40 |
3 |
6 |
27 |
175 |
| The Term Structure of the Risk-Return Tradeoff |
3 |
11 |
42 |
361 |
11 |
22 |
99 |
643 |
| The Term Structure of the Risk-Return Tradeoff |
6 |
9 |
28 |
197 |
10 |
29 |
100 |
532 |
| Understanding Inflation-Indexed Bond Markets |
1 |
11 |
61 |
61 |
3 |
27 |
75 |
75 |
| Understanding Inflation-Indexed Bond Markets |
5 |
24 |
140 |
140 |
13 |
38 |
104 |
104 |
| Who Should Buy Long-Term Bonds? |
0 |
2 |
19 |
89 |
18 |
44 |
218 |
843 |
| Who Should Buy Long-Term Bonds? |
4 |
8 |
23 |
433 |
12 |
31 |
106 |
2,207 |
| Who Should Buy Long-Term Bonds? |
5 |
10 |
46 |
580 |
13 |
26 |
96 |
2,073 |
| Total Working Papers |
73 |
204 |
1,004 |
7,572 |
269 |
712 |
2,975 |
24,061 |