| 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 |
1 |
1 |
3 |
749 |
2 |
2 |
14 |
2,181 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
0 |
34 |
0 |
1 |
5 |
159 |
| Asset Pricing in the Dark: The Cross Section of OTC Stocks |
0 |
0 |
0 |
14 |
0 |
0 |
8 |
114 |
| Build America Bonds |
0 |
0 |
0 |
33 |
0 |
1 |
3 |
154 |
| CAPM Over the Long Run: 1926-2001 |
0 |
0 |
0 |
259 |
0 |
2 |
2 |
756 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
1 |
202 |
0 |
0 |
2 |
801 |
| Do Funds-of-Funds Deserve Their Fees-on-Fees? |
0 |
1 |
1 |
87 |
2 |
3 |
7 |
292 |
| Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
0 |
0 |
0 |
254 |
0 |
0 |
2 |
870 |
| Do demographic changes affect risk premiums? Evidence from international data |
0 |
0 |
0 |
106 |
1 |
1 |
2 |
472 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
0 |
0 |
214 |
0 |
0 |
0 |
739 |
| Downside Risk |
1 |
1 |
5 |
353 |
3 |
8 |
21 |
983 |
| Downside Risk and the Momentum Effect |
0 |
0 |
0 |
398 |
1 |
2 |
4 |
1,690 |
| Hedge Fund Leverage |
0 |
0 |
2 |
165 |
2 |
3 |
20 |
578 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
0 |
2 |
250 |
1 |
3 |
8 |
646 |
| How do Regimes Affect Asset Allocation? |
0 |
0 |
2 |
375 |
0 |
3 |
12 |
960 |
| How to Discount Cashflows with Time-Varying Expected Returns |
0 |
0 |
1 |
248 |
0 |
0 |
3 |
905 |
| Inflation and Individual Equities |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
42 |
| Inflation and Individual Equities |
0 |
0 |
0 |
55 |
0 |
3 |
3 |
226 |
| International Asset Allocation with Time-Varying Correlations |
0 |
0 |
2 |
921 |
0 |
1 |
4 |
2,683 |
| Is IPO Underperformance a Peso Problem? |
0 |
0 |
0 |
62 |
1 |
2 |
2 |
462 |
| Liability Investment with Downside Risk |
0 |
0 |
0 |
7 |
0 |
2 |
6 |
130 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
165 |
| Monetary Policy Shifts and the Term Structure |
0 |
0 |
0 |
219 |
0 |
1 |
4 |
681 |
| No-Arbitrage Taylor Rules |
0 |
0 |
0 |
138 |
0 |
0 |
2 |
450 |
| No-Arbitrage Taylor Rules |
0 |
0 |
1 |
35 |
0 |
0 |
1 |
216 |
| Portfolio Choice with Illiquid Assets |
0 |
0 |
0 |
107 |
1 |
3 |
6 |
338 |
| Portfolio Performance Attribution via Shapley Value |
0 |
0 |
4 |
30 |
2 |
3 |
16 |
84 |
| Regime Changes and Financial Markets |
1 |
3 |
8 |
69 |
3 |
9 |
27 |
280 |
| Regime Changes and Financial Markets |
0 |
2 |
6 |
205 |
1 |
5 |
14 |
456 |
| Regime Switches in Interest Rates |
0 |
3 |
8 |
1,159 |
1 |
5 |
15 |
2,897 |
| Risk, Return and Dividends |
0 |
0 |
0 |
146 |
1 |
1 |
3 |
303 |
| Risk, Return and Dividends |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
108 |
| Search for a Common Factor in Public and Private Real Estate Returns |
0 |
0 |
0 |
3 |
0 |
1 |
10 |
182 |
| Stock Return Predictability: Is it There? |
1 |
2 |
12 |
1,166 |
1 |
6 |
33 |
3,300 |
| Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe |
0 |
0 |
0 |
210 |
0 |
0 |
3 |
481 |
| Tax-Aware Portfolio Construction via Convex Optimization |
2 |
2 |
2 |
20 |
2 |
3 |
4 |
37 |
| Taxes on Tax-Exempt Bonds |
0 |
0 |
0 |
54 |
0 |
1 |
6 |
324 |
| Testing Conditional Factor Models |
0 |
0 |
2 |
127 |
0 |
2 |
6 |
385 |
| Testing Conditional Factor Models |
0 |
0 |
1 |
312 |
0 |
0 |
1 |
644 |
| The Cross-Section of Volatility and Expected Returns |
0 |
0 |
1 |
605 |
0 |
1 |
15 |
1,965 |
| The Joint Cross Section of Stocks and Options |
0 |
1 |
1 |
57 |
0 |
1 |
3 |
187 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
2 |
452 |
0 |
0 |
3 |
1,133 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
0 |
253 |
0 |
0 |
1 |
795 |
| What Does the Yield Curve Tell us about GDP Growth? |
0 |
0 |
1 |
455 |
0 |
0 |
7 |
1,714 |
| Why Stocks May Disappoint |
0 |
0 |
1 |
289 |
0 |
0 |
3 |
1,089 |
| Total Working Papers |
6 |
16 |
69 |
10,948 |
27 |
81 |
316 |
34,057 |
| 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 |
2 |
4 |
510 |
2 |
11 |
37 |
1,766 |
| Advance Refundings of Municipal Bonds |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
87 |
| Asset Pricing in the Dark: The Cross-Section of OTC Stocks |
0 |
0 |
1 |
38 |
1 |
1 |
9 |
278 |
| Asymmetric correlations of equity portfolios |
0 |
1 |
5 |
622 |
3 |
5 |
29 |
1,635 |
| CAPM over the long run: 1926-2001 |
0 |
0 |
5 |
286 |
0 |
2 |
14 |
777 |
| Do Demographic Changes Affect Risk Premiums? Evidence from International Data |
0 |
0 |
2 |
164 |
1 |
2 |
11 |
629 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
3 |
3 |
7 |
608 |
5 |
9 |
34 |
1,910 |
| Downside Risk |
2 |
4 |
15 |
464 |
3 |
8 |
50 |
1,446 |
| Downside risk |
0 |
1 |
3 |
72 |
1 |
2 |
13 |
549 |
| Estimating Private Equity Returns from Limited Partner Cash Flows |
1 |
11 |
35 |
153 |
2 |
16 |
58 |
394 |
| Factor risk premiums and invested capital: calculations with stochastic discount factors |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
142 |
| Hedge fund leverage |
0 |
1 |
5 |
128 |
1 |
10 |
31 |
611 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
0 |
1 |
21 |
543 |
2 |
14 |
89 |
1,876 |
| Interest Rate Risk Management |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
17 |
| International Asset Allocation With Regime Shifts |
0 |
0 |
0 |
1 |
1 |
7 |
26 |
1,391 |
| Investment beliefs of endowments |
0 |
0 |
4 |
17 |
0 |
0 |
5 |
53 |
| Is Ipo Underperformance a Peso Problem? |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
169 |
| Locked Up by a Lockup: Valuing Liquidity as a Real Option |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
145 |
| Monetary Policy Shifts and the Term Structure |
0 |
1 |
1 |
126 |
3 |
5 |
11 |
488 |
| No-arbitrage Taylor rules |
0 |
0 |
1 |
209 |
0 |
0 |
4 |
957 |
| Portfolio Choice with Illiquid Assets |
0 |
1 |
4 |
47 |
0 |
2 |
11 |
177 |
| Regime Changes and Financial Markets |
2 |
6 |
19 |
204 |
4 |
20 |
55 |
782 |
| Regime Switches in Interest Rates |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
1,219 |
| Risk, return, and dividends |
0 |
0 |
0 |
124 |
0 |
2 |
3 |
417 |
| Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches |
0 |
1 |
3 |
13 |
1 |
5 |
11 |
63 |
| Short rate nonlinearities and regime switches |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
233 |
| Stock Return Predictability: Is it There? |
0 |
1 |
4 |
25 |
1 |
3 |
11 |
222 |
| Systemic sovereign credit risk: Lessons from the U.S. and Europe |
1 |
5 |
13 |
334 |
2 |
13 |
35 |
956 |
| Taxes on Tax‐Exempt Bonds |
1 |
1 |
2 |
52 |
2 |
2 |
9 |
264 |
| Testing conditional factor models |
1 |
1 |
4 |
283 |
3 |
6 |
19 |
795 |
| The Cross‐Section of Volatility and Expected Returns |
2 |
4 |
17 |
712 |
10 |
28 |
124 |
2,696 |
| The Efficient Market Theory and Evidence: Implications for Active Investment Management |
1 |
3 |
12 |
212 |
3 |
5 |
28 |
530 |
| The Joint Cross Section of Stocks and Options |
1 |
4 |
11 |
81 |
1 |
8 |
31 |
336 |
| The Term Structure of Real Rates and Expected Inflation |
0 |
3 |
7 |
237 |
1 |
7 |
20 |
746 |
| The term structure of real rates and expected inflation |
0 |
0 |
1 |
413 |
0 |
2 |
6 |
1,335 |
| Using Stocks or Portfolios in Tests of Factor Models |
1 |
3 |
7 |
41 |
1 |
7 |
22 |
135 |
| What does the yield curve tell us about GDP growth? |
0 |
0 |
1 |
347 |
0 |
4 |
26 |
1,293 |
| What does the yield curve tell us about GDP growth? |
0 |
0 |
0 |
859 |
0 |
1 |
2 |
2,754 |
| Why stocks may disappoint |
0 |
0 |
4 |
242 |
0 |
0 |
9 |
758 |
| Total Journal Articles |
16 |
58 |
218 |
8,324 |
54 |
210 |
865 |
31,031 |
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