| 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 |
3 |
751 |
0 |
1 |
12 |
2,191 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
159 |
| Asset Pricing in the Dark: The Cross Section of OTC Stocks |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
115 |
| Build America Bonds |
0 |
0 |
0 |
33 |
0 |
2 |
3 |
156 |
| CAPM Over the Long Run: 1926-2001 |
0 |
0 |
0 |
259 |
0 |
1 |
4 |
759 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
0 |
202 |
1 |
2 |
6 |
807 |
| Do Funds-of-Funds Deserve Their Fees-on-Fees? |
0 |
0 |
0 |
87 |
0 |
3 |
8 |
298 |
| Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
0 |
0 |
1 |
255 |
0 |
0 |
7 |
877 |
| Do demographic changes affect risk premiums? Evidence from international data |
0 |
0 |
0 |
106 |
0 |
1 |
4 |
475 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
2 |
2 |
4 |
218 |
2 |
2 |
9 |
748 |
| Downside Risk |
1 |
3 |
7 |
359 |
3 |
6 |
21 |
1,001 |
| Downside Risk and the Momentum Effect |
0 |
0 |
0 |
398 |
0 |
2 |
10 |
1,698 |
| Hedge Fund Leverage |
0 |
1 |
2 |
167 |
0 |
1 |
10 |
585 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
0 |
1 |
251 |
0 |
1 |
8 |
652 |
| How do Regimes Affect Asset Allocation? |
1 |
3 |
3 |
378 |
2 |
4 |
8 |
966 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
0 |
248 |
0 |
0 |
2 |
907 |
| Inflation and Individual Equities |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
44 |
| Inflation and Individual Equities |
0 |
0 |
0 |
55 |
2 |
4 |
8 |
233 |
| International Asset Allocation with Time-Varying Correlations |
0 |
0 |
3 |
924 |
1 |
1 |
6 |
2,688 |
| Is IPO Underperformance a Peso Problem? |
0 |
0 |
0 |
62 |
0 |
1 |
3 |
464 |
| Liability Investment with Downside Risk |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
132 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
24 |
0 |
1 |
3 |
168 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
0 |
219 |
1 |
1 |
6 |
687 |
| No-Arbitrage Taylor Rules |
0 |
0 |
1 |
36 |
0 |
1 |
2 |
218 |
| No-Arbitrage Taylor Rules |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
450 |
| Portfolio Choice with Illiquid Assets |
1 |
1 |
2 |
109 |
1 |
2 |
6 |
342 |
| Portfolio Performance Attribution via Shapley Value |
0 |
0 |
2 |
32 |
0 |
2 |
17 |
98 |
| Regime Changes and Financial Markets |
1 |
1 |
5 |
209 |
8 |
11 |
30 |
482 |
| Regime Changes and Financial Markets |
1 |
1 |
7 |
75 |
2 |
7 |
26 |
302 |
| Regime Switches in Interest Rates |
1 |
2 |
6 |
1,164 |
2 |
4 |
16 |
2,910 |
| Risk, Return and Dividends |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
108 |
| Risk, Return and Dividends |
0 |
1 |
1 |
147 |
0 |
1 |
3 |
305 |
| Search for a Common Factor in Public and Private Real Estate Returns |
0 |
0 |
0 |
3 |
0 |
2 |
7 |
189 |
| Stock Return Predictability: Is it There? |
0 |
2 |
14 |
1,178 |
0 |
6 |
41 |
3,336 |
| Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe |
0 |
2 |
2 |
212 |
0 |
2 |
4 |
485 |
| Tax-Aware Portfolio Construction via Convex Optimization |
0 |
1 |
3 |
21 |
0 |
2 |
5 |
39 |
| Taxes on Tax-Exempt Bonds |
0 |
0 |
0 |
54 |
0 |
1 |
5 |
328 |
| Testing Conditional Factor Models |
0 |
0 |
1 |
128 |
0 |
1 |
9 |
392 |
| Testing Conditional Factor Models |
0 |
0 |
0 |
312 |
0 |
0 |
0 |
644 |
| The Cross-Section of Volatility and Expected Returns |
1 |
1 |
5 |
610 |
2 |
4 |
17 |
1,981 |
| The Joint Cross Section of Stocks and Options |
1 |
2 |
2 |
59 |
2 |
3 |
6 |
193 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
0 |
253 |
1 |
1 |
4 |
799 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
3 |
455 |
1 |
1 |
7 |
1,140 |
| What Does the Yield Curve Tell us about GDP Growth? |
0 |
0 |
1 |
456 |
1 |
1 |
4 |
1,718 |
| Why Stocks May Disappoint |
0 |
0 |
0 |
289 |
0 |
0 |
1 |
1,090 |
| Total Working Papers |
10 |
23 |
80 |
11,019 |
32 |
86 |
355 |
34,359 |
| 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 |
0 |
1 |
8 |
518 |
4 |
14 |
41 |
1,804 |
| Advance Refundings of Municipal Bonds |
1 |
1 |
2 |
10 |
1 |
2 |
7 |
94 |
| Asset Pricing in the Dark: The Cross-Section of OTC Stocks |
0 |
0 |
0 |
38 |
0 |
1 |
6 |
283 |
| Asymmetric correlations of equity portfolios |
0 |
1 |
6 |
627 |
1 |
5 |
21 |
1,652 |
| CAPM over the long run: 1926-2001 |
0 |
0 |
3 |
289 |
2 |
2 |
12 |
788 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
2 |
166 |
2 |
2 |
9 |
637 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
1 |
2 |
11 |
616 |
3 |
9 |
44 |
1,947 |
| Downside Risk |
0 |
3 |
16 |
477 |
5 |
15 |
51 |
1,491 |
| Downside risk |
0 |
0 |
3 |
74 |
0 |
3 |
10 |
557 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
2 |
4 |
22 |
171 |
4 |
12 |
42 |
431 |
| Factor risk premiums and invested capital: calculations with stochastic discount factors |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
143 |
| Hedge fund leverage |
0 |
4 |
11 |
139 |
1 |
10 |
30 |
637 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
1 |
3 |
9 |
552 |
5 |
11 |
41 |
1,910 |
| Interest Rate Risk Management |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
18 |
| International Asset Allocation With Regime Shifts |
0 |
0 |
0 |
1 |
5 |
29 |
81 |
1,466 |
| Investment beliefs of endowments |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
53 |
| Is Ipo Underperformance a Peso Problem? |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
170 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
145 |
| Monetary Policy Shifts and the Term Structure |
0 |
2 |
4 |
129 |
0 |
4 |
14 |
497 |
| No-arbitrage Taylor rules |
0 |
1 |
1 |
210 |
0 |
1 |
1 |
958 |
| Portfolio Choice with Illiquid Assets |
0 |
1 |
7 |
53 |
0 |
4 |
18 |
194 |
| Regime Changes and Financial Markets |
4 |
6 |
25 |
224 |
10 |
22 |
80 |
848 |
| Regime Switches in Interest Rates |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
1,230 |
| Risk, return, and dividends |
0 |
0 |
0 |
124 |
0 |
0 |
1 |
417 |
| Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches |
0 |
1 |
5 |
17 |
0 |
3 |
11 |
72 |
| Short rate nonlinearities and regime switches |
0 |
0 |
0 |
77 |
0 |
2 |
3 |
236 |
| Stock Return Predictability: Is it There? |
1 |
1 |
8 |
32 |
3 |
11 |
23 |
243 |
| Systemic sovereign credit risk: Lessons from the U.S. and Europe |
1 |
3 |
8 |
340 |
2 |
8 |
25 |
973 |
| Taxes on Tax‐Exempt Bonds |
0 |
2 |
4 |
55 |
0 |
3 |
11 |
273 |
| Testing conditional factor models |
0 |
4 |
7 |
289 |
0 |
5 |
18 |
809 |
| The Cross‐Section of Volatility and Expected Returns |
4 |
7 |
30 |
739 |
14 |
42 |
155 |
2,833 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
0 |
4 |
14 |
224 |
6 |
16 |
34 |
560 |
| The Joint Cross Section of Stocks and Options |
3 |
4 |
11 |
90 |
3 |
10 |
29 |
362 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
1 |
5 |
242 |
1 |
3 |
17 |
760 |
| The term structure of real rates and expected inflation |
1 |
1 |
1 |
414 |
1 |
3 |
6 |
1,340 |
| Using Stocks or Portfolios in Tests of Factor Models |
0 |
0 |
4 |
43 |
0 |
0 |
13 |
145 |
| What does the yield curve tell us about GDP growth? |
1 |
1 |
8 |
355 |
3 |
14 |
39 |
1,330 |
| What does the yield curve tell us about GDP growth? |
0 |
0 |
1 |
860 |
0 |
2 |
7 |
2,760 |
| Why stocks may disappoint |
0 |
2 |
3 |
245 |
0 |
2 |
7 |
765 |
| Total Journal Articles |
20 |
60 |
239 |
8,529 |
76 |
274 |
921 |
31,831 |
LogEc is hosted by the
Örebro University School of Business.