| 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 |
2 |
746 |
0 |
3 |
27 |
2,170 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
1 |
34 |
0 |
0 |
2 |
154 |
| Asset Pricing in the Dark: The Cross Section of OTC Stocks |
0 |
0 |
0 |
14 |
0 |
2 |
2 |
108 |
| Build America Bonds |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
151 |
| CAPM Over the Long Run: 1926-2001 |
0 |
0 |
0 |
259 |
0 |
0 |
0 |
754 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
0 |
201 |
0 |
0 |
2 |
799 |
| Do Funds-of-Funds Deserve Their Fees-on-Fees? |
0 |
0 |
0 |
86 |
1 |
2 |
3 |
287 |
| Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
0 |
0 |
3 |
254 |
0 |
1 |
17 |
869 |
| Do demographic changes affect risk premiums? Evidence from international data |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
470 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
0 |
1 |
214 |
0 |
0 |
27 |
739 |
| Downside Risk |
2 |
2 |
4 |
350 |
3 |
5 |
12 |
967 |
| Downside Risk and the Momentum Effect |
0 |
0 |
5 |
398 |
0 |
2 |
13 |
1,688 |
| Hedge Fund Leverage |
1 |
2 |
2 |
165 |
1 |
2 |
17 |
560 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
0 |
1 |
248 |
0 |
1 |
5 |
639 |
| How do Regimes Affect Asset Allocation? |
0 |
1 |
4 |
374 |
0 |
2 |
32 |
950 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
1 |
247 |
0 |
0 |
2 |
902 |
| Inflation and Individual Equities |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
41 |
| Inflation and Individual Equities |
0 |
0 |
2 |
55 |
0 |
0 |
6 |
223 |
| International Asset Allocation with Time-Varying Correlations |
0 |
0 |
1 |
919 |
0 |
1 |
7 |
2,680 |
| Is IPO Underperformance a Peso Problem? |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
460 |
| Liability Investment with Downside Risk |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
125 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
24 |
0 |
1 |
4 |
164 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
1 |
219 |
0 |
0 |
39 |
677 |
| No-Arbitrage Taylor Rules |
1 |
1 |
2 |
35 |
1 |
1 |
28 |
216 |
| No-Arbitrage Taylor Rules |
0 |
0 |
1 |
138 |
0 |
0 |
3 |
448 |
| Portfolio Choice with Illiquid Assets |
0 |
0 |
1 |
107 |
0 |
1 |
14 |
333 |
| Portfolio Performance Attribution via Shapley Value |
0 |
1 |
5 |
27 |
2 |
4 |
17 |
72 |
| Regime Changes and Financial Markets |
1 |
1 |
2 |
200 |
2 |
3 |
10 |
445 |
| Regime Changes and Financial Markets |
0 |
1 |
2 |
62 |
1 |
4 |
9 |
257 |
| Regime Switches in Interest Rates |
0 |
2 |
6 |
1,153 |
1 |
4 |
33 |
2,886 |
| Risk, Return and Dividends |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
107 |
| Risk, Return and Dividends |
0 |
0 |
1 |
146 |
0 |
1 |
5 |
301 |
| Search for a Common Factor in Public and Private Real Estate Returns |
0 |
0 |
0 |
3 |
0 |
3 |
18 |
175 |
| Stock Return Predictability: Is it There? |
1 |
3 |
8 |
1,157 |
3 |
9 |
54 |
3,276 |
| Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe |
0 |
0 |
4 |
210 |
0 |
2 |
11 |
480 |
| Tax-Aware Portfolio Construction via Convex Optimization |
0 |
0 |
2 |
18 |
0 |
1 |
6 |
34 |
| Taxes on Tax-Exempt Bonds |
0 |
0 |
0 |
54 |
0 |
2 |
15 |
320 |
| Testing Conditional Factor Models |
0 |
1 |
1 |
312 |
0 |
1 |
2 |
644 |
| Testing Conditional Factor Models |
0 |
2 |
4 |
127 |
0 |
4 |
14 |
383 |
| The Cross-Section of Volatility and Expected Returns |
0 |
1 |
5 |
605 |
0 |
3 |
31 |
1,953 |
| The Joint Cross Section of Stocks and Options |
0 |
0 |
0 |
56 |
0 |
0 |
5 |
184 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
1 |
1 |
451 |
0 |
2 |
19 |
1,132 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
1 |
253 |
1 |
1 |
31 |
795 |
| What Does the Yield Curve Tell us about GDP Growth? |
0 |
0 |
2 |
454 |
1 |
1 |
26 |
1,708 |
| Why Stocks May Disappoint |
0 |
1 |
1 |
289 |
0 |
1 |
60 |
1,087 |
| Total Working Papers |
6 |
20 |
78 |
10,899 |
17 |
72 |
640 |
33,813 |
| 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 |
10 |
507 |
5 |
7 |
55 |
1,736 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
84 |
| Asset Pricing in the Dark: The Cross-Section of OTC Stocks |
0 |
0 |
1 |
37 |
1 |
5 |
29 |
274 |
| Asymmetric correlations of equity portfolios |
2 |
3 |
17 |
620 |
6 |
9 |
83 |
1,615 |
| CAPM over the long run: 1926-2001 |
0 |
3 |
6 |
284 |
1 |
6 |
16 |
769 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
1 |
162 |
0 |
2 |
5 |
620 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
1 |
6 |
602 |
2 |
8 |
66 |
1,884 |
| Downside Risk |
2 |
6 |
25 |
455 |
11 |
21 |
77 |
1,417 |
| Downside risk |
0 |
1 |
1 |
70 |
2 |
6 |
50 |
542 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
2 |
10 |
32 |
128 |
2 |
14 |
56 |
350 |
| Factor risk premiums and invested capital: calculations with stochastic discount factors |
0 |
0 |
4 |
40 |
1 |
1 |
7 |
142 |
| Hedge fund leverage |
0 |
0 |
5 |
123 |
0 |
4 |
18 |
584 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
2 |
7 |
30 |
529 |
7 |
30 |
149 |
1,817 |
| Interest Rate Risk Management |
0 |
0 |
2 |
4 |
0 |
1 |
7 |
17 |
| International Asset Allocation With Regime Shifts |
0 |
0 |
0 |
1 |
1 |
4 |
30 |
1,369 |
| Investment beliefs of endowments |
0 |
0 |
0 |
13 |
1 |
1 |
4 |
49 |
| Is Ipo Underperformance a Peso Problem? |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
167 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
144 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
3 |
125 |
3 |
3 |
37 |
480 |
| No-arbitrage Taylor rules |
1 |
1 |
4 |
209 |
2 |
2 |
26 |
955 |
| Portfolio Choice with Illiquid Assets |
0 |
0 |
5 |
43 |
1 |
1 |
20 |
167 |
| Regime Changes and Financial Markets |
4 |
7 |
18 |
192 |
7 |
18 |
39 |
745 |
| Regime Switches in Interest Rates |
0 |
0 |
0 |
0 |
0 |
4 |
32 |
1,210 |
| Risk, return, and dividends |
0 |
0 |
0 |
124 |
1 |
1 |
4 |
415 |
| Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches |
1 |
1 |
3 |
11 |
2 |
3 |
10 |
55 |
| Short rate nonlinearities and regime switches |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
233 |
| Stock Return Predictability: Is it There? |
1 |
2 |
4 |
23 |
1 |
4 |
49 |
215 |
| Systemic sovereign credit risk: Lessons from the U.S. and Europe |
1 |
2 |
15 |
323 |
4 |
10 |
57 |
931 |
| Taxes on Tax‐Exempt Bonds |
0 |
0 |
0 |
50 |
0 |
2 |
4 |
257 |
| Testing conditional factor models |
1 |
2 |
10 |
281 |
1 |
5 |
37 |
781 |
| The Cross‐Section of Volatility and Expected Returns |
1 |
5 |
15 |
700 |
8 |
20 |
81 |
2,592 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
2 |
5 |
11 |
205 |
2 |
8 |
23 |
510 |
| The Joint Cross Section of Stocks and Options |
1 |
1 |
9 |
71 |
1 |
6 |
25 |
311 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
1 |
4 |
231 |
2 |
5 |
11 |
731 |
| The term structure of real rates and expected inflation |
0 |
0 |
1 |
412 |
0 |
0 |
27 |
1,329 |
| Using Stocks or Portfolios in Tests of Factor Models |
1 |
1 |
12 |
35 |
3 |
3 |
26 |
116 |
| What does the yield curve tell us about GDP growth? |
0 |
0 |
1 |
859 |
1 |
1 |
2 |
2,753 |
| What does the yield curve tell us about GDP growth? |
0 |
0 |
18 |
346 |
2 |
6 |
52 |
1,273 |
| Why stocks may disappoint |
0 |
1 |
5 |
239 |
0 |
2 |
44 |
751 |
| Total Journal Articles |
23 |
61 |
278 |
8,167 |
81 |
224 |
1,264 |
30,390 |
LogEc is hosted by the
Örebro University School of Business.