| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables |
0 |
0 |
1 |
752 |
6 |
19 |
30 |
2,220 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
0 |
34 |
3 |
9 |
10 |
169 |
| Asset Pricing in the Dark: The Cross Section of OTC Stocks |
0 |
0 |
0 |
14 |
6 |
10 |
11 |
126 |
| Build America Bonds |
0 |
0 |
0 |
33 |
3 |
4 |
8 |
162 |
| CAPM Over the Long Run: 1926-2001 |
0 |
0 |
0 |
259 |
3 |
6 |
9 |
766 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
0 |
202 |
3 |
8 |
13 |
817 |
| Do Funds-of-Funds Deserve Their Fees-on-Fees? |
0 |
0 |
0 |
87 |
7 |
10 |
15 |
310 |
| Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
0 |
0 |
1 |
256 |
4 |
11 |
15 |
891 |
| Do demographic changes affect risk premiums? Evidence from international data |
0 |
0 |
1 |
107 |
3 |
10 |
16 |
488 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
0 |
5 |
221 |
1 |
5 |
15 |
760 |
| Downside Risk |
0 |
0 |
6 |
360 |
6 |
16 |
33 |
1,025 |
| Downside Risk and the Momentum Effect |
0 |
0 |
0 |
398 |
6 |
13 |
20 |
1,712 |
| Hedge Fund Leverage |
0 |
0 |
2 |
167 |
4 |
8 |
16 |
596 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
1 |
1 |
1 |
252 |
11 |
23 |
34 |
685 |
| How do Regimes Affect Asset Allocation? |
0 |
0 |
5 |
380 |
9 |
16 |
27 |
988 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
0 |
248 |
6 |
12 |
13 |
920 |
| Inflation and Individual Equities |
0 |
0 |
0 |
55 |
4 |
10 |
19 |
247 |
| Inflation and Individual Equities |
0 |
0 |
0 |
8 |
3 |
8 |
10 |
54 |
| International Asset Allocation with Time-Varying Correlations |
0 |
0 |
2 |
924 |
4 |
11 |
19 |
2,704 |
| Is IPO Underperformance a Peso Problem? |
0 |
0 |
0 |
62 |
6 |
24 |
30 |
492 |
| Liability Investment with Downside Risk |
0 |
0 |
0 |
7 |
1 |
6 |
10 |
141 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
24 |
4 |
5 |
8 |
174 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
0 |
219 |
7 |
10 |
13 |
697 |
| No-Arbitrage Taylor Rules |
0 |
0 |
1 |
36 |
1 |
10 |
15 |
231 |
| No-Arbitrage Taylor Rules |
0 |
0 |
0 |
138 |
4 |
4 |
7 |
457 |
| Portfolio Choice with Illiquid Assets |
0 |
0 |
1 |
109 |
4 |
16 |
21 |
360 |
| Portfolio Performance Attribution via Shapley Value |
0 |
0 |
0 |
32 |
9 |
14 |
21 |
114 |
| Regime Changes and Financial Markets |
1 |
1 |
10 |
81 |
12 |
16 |
46 |
333 |
| Regime Changes and Financial Markets |
1 |
2 |
6 |
213 |
22 |
43 |
79 |
547 |
| Regime Switches in Interest Rates |
1 |
2 |
7 |
1,168 |
6 |
12 |
27 |
2,931 |
| Risk, Return and Dividends |
0 |
0 |
0 |
20 |
7 |
24 |
24 |
132 |
| Risk, Return and Dividends |
0 |
1 |
2 |
148 |
11 |
16 |
17 |
321 |
| Search for a Common Factor in Public and Private Real Estate Returns |
0 |
0 |
0 |
3 |
5 |
10 |
18 |
203 |
| Stock Return Predictability: Is it There? |
0 |
0 |
8 |
1,181 |
10 |
27 |
57 |
3,376 |
| Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe |
0 |
0 |
2 |
212 |
25 |
33 |
41 |
523 |
| Tax-Aware Portfolio Construction via Convex Optimization |
0 |
0 |
2 |
22 |
5 |
9 |
17 |
54 |
| Taxes on Tax-Exempt Bonds |
0 |
0 |
1 |
55 |
1 |
3 |
11 |
336 |
| Testing Conditional Factor Models |
0 |
0 |
0 |
128 |
2 |
5 |
9 |
399 |
| Testing Conditional Factor Models |
0 |
0 |
0 |
312 |
5 |
9 |
9 |
653 |
| The Cross-Section of Volatility and Expected Returns |
1 |
1 |
4 |
612 |
12 |
20 |
37 |
2,010 |
| The Joint Cross Section of Stocks and Options |
0 |
0 |
2 |
59 |
1 |
4 |
10 |
199 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
2 |
456 |
3 |
12 |
16 |
1,154 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
0 |
253 |
3 |
9 |
15 |
812 |
| What Does the Yield Curve Tell us about GDP Growth? |
0 |
0 |
0 |
456 |
4 |
5 |
6 |
1,723 |
| Why Stocks May Disappoint |
0 |
0 |
0 |
289 |
2 |
6 |
8 |
1,098 |
| Total Working Papers |
5 |
8 |
72 |
11,052 |
264 |
561 |
905 |
35,110 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables |
1 |
1 |
4 |
521 |
12 |
27 |
66 |
1,853 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
1 |
10 |
7 |
9 |
13 |
103 |
| Asset Pricing in the Dark: The Cross-Section of OTC Stocks |
0 |
0 |
2 |
40 |
5 |
9 |
16 |
298 |
| Asymmetric correlations of equity portfolios |
0 |
1 |
5 |
630 |
3 |
21 |
39 |
1,682 |
| CAPM over the long run: 1926-2001 |
0 |
0 |
1 |
289 |
6 |
13 |
21 |
804 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
2 |
167 |
2 |
6 |
15 |
646 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
1 |
9 |
621 |
11 |
26 |
61 |
1,991 |
| Downside Risk |
2 |
7 |
16 |
489 |
18 |
50 |
91 |
1,562 |
| Downside risk |
0 |
3 |
5 |
79 |
7 |
17 |
26 |
579 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
1 |
5 |
25 |
189 |
9 |
26 |
66 |
478 |
| Factor risk premiums and invested capital: calculations with stochastic discount factors |
1 |
1 |
1 |
41 |
1 |
3 |
5 |
148 |
| Hedge fund leverage |
1 |
3 |
10 |
143 |
9 |
13 |
33 |
656 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
0 |
0 |
5 |
553 |
21 |
37 |
60 |
1,952 |
| Interest Rate Risk Management |
0 |
0 |
0 |
4 |
3 |
6 |
10 |
28 |
| International Asset Allocation With Regime Shifts |
0 |
0 |
0 |
1 |
33 |
73 |
141 |
1,566 |
| Investment beliefs of endowments |
1 |
1 |
1 |
18 |
5 |
7 |
9 |
62 |
| Is Ipo Underperformance a Peso Problem? |
0 |
0 |
0 |
16 |
2 |
4 |
7 |
176 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
12 |
5 |
7 |
7 |
152 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
4 |
130 |
4 |
5 |
18 |
508 |
| Portfolio Choice with Illiquid Assets |
0 |
1 |
3 |
55 |
2 |
10 |
21 |
206 |
| Regime Changes and Financial Markets |
2 |
5 |
22 |
237 |
17 |
39 |
99 |
915 |
| Regime Switches in Interest Rates |
0 |
0 |
0 |
0 |
4 |
23 |
36 |
1,263 |
| Risk, return, and dividends |
0 |
0 |
0 |
124 |
5 |
5 |
7 |
424 |
| Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches |
0 |
0 |
2 |
17 |
0 |
5 |
12 |
80 |
| Short rate nonlinearities and regime switches |
0 |
0 |
0 |
77 |
3 |
10 |
13 |
247 |
| Stock Return Predictability: Is it There? |
1 |
1 |
9 |
36 |
10 |
29 |
65 |
290 |
| Systemic sovereign credit risk: Lessons from the U.S. and Europe |
0 |
0 |
4 |
341 |
4 |
11 |
27 |
991 |
| Taxes on Tax‐Exempt Bonds |
0 |
1 |
5 |
57 |
1 |
3 |
10 |
279 |
| Testing conditional factor models |
0 |
2 |
7 |
291 |
4 |
11 |
25 |
825 |
| The Cross‐Section of Volatility and Expected Returns |
4 |
9 |
33 |
759 |
21 |
96 |
213 |
2,982 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
0 |
4 |
14 |
233 |
2 |
12 |
39 |
580 |
| The Joint Cross Section of Stocks and Options |
1 |
1 |
8 |
93 |
5 |
11 |
33 |
380 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
3 |
243 |
2 |
6 |
15 |
769 |
| Using Stocks or Portfolios in Tests of Factor Models |
0 |
0 |
1 |
44 |
6 |
13 |
18 |
161 |
| What does the yield curve tell us about GDP growth? |
0 |
1 |
2 |
356 |
10 |
22 |
56 |
1,362 |
| Why stocks may disappoint |
0 |
0 |
2 |
245 |
2 |
6 |
14 |
774 |
| Total Journal Articles |
15 |
48 |
206 |
7,161 |
261 |
671 |
1,407 |
27,772 |
LogEc is hosted by the
Örebro University School of Business.