| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence |
0 |
0 |
2 |
46 |
0 |
0 |
2 |
209 |
| Are options on index futures profitable for risk averse investors? Empirical evidence |
0 |
0 |
0 |
49 |
1 |
1 |
1 |
171 |
| Asset Pricing Tests with Long Run Risks in Consumption Growth |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
217 |
| Asset Pricing Tests with Long Run Risks in Consumption Growth |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
208 |
| Asset Pricing with Countercyclical Household Consumption Risk |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
156 |
| Asset Pricing with Countercyclical Household Consumption Risk |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
102 |
| Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence |
0 |
0 |
1 |
100 |
0 |
1 |
3 |
705 |
| Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
532 |
| Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence |
0 |
0 |
0 |
190 |
0 |
0 |
1 |
748 |
| Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence |
0 |
0 |
0 |
169 |
0 |
0 |
0 |
740 |
| Asset pricing tests with long run risks in consumption growth |
0 |
1 |
2 |
8 |
0 |
1 |
2 |
54 |
| Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
238 |
| Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
434 |
| Habit Persistence and Durability in Aggregate Consumption: Empirical Tests |
0 |
0 |
0 |
266 |
0 |
2 |
2 |
740 |
| Habit formation: a resolution of the equity premium puzzle |
1 |
1 |
1 |
172 |
1 |
1 |
3 |
500 |
| Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle |
0 |
0 |
0 |
362 |
0 |
0 |
1 |
1,105 |
| Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
703 |
| Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
710 |
| Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
407 |
| Junior is Rich: Bequests as Consumption |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
478 |
| Market Oganization and the prices of financial Assets |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
318 |
| Mispriced Index Option Portfolios |
0 |
0 |
1 |
21 |
0 |
0 |
3 |
67 |
| Mispricing of S&P 500 Index Options |
0 |
1 |
1 |
108 |
0 |
1 |
3 |
288 |
| Mispricing of S&P 500 index options |
0 |
1 |
2 |
103 |
0 |
1 |
5 |
379 |
| Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
246 |
| Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns |
0 |
0 |
0 |
244 |
0 |
0 |
3 |
953 |
| Option Pricing: Real and Risk-Neutral Distributions |
0 |
0 |
0 |
116 |
1 |
1 |
7 |
456 |
| Option pricing: Real and risk-neutral distributions |
0 |
0 |
0 |
172 |
0 |
0 |
0 |
394 |
| Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
74 |
| Rational Asset Prices |
0 |
0 |
0 |
253 |
0 |
1 |
1 |
696 |
| Sentiment, Productivity, and Economic Growth |
1 |
1 |
4 |
23 |
1 |
2 |
10 |
35 |
| Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs |
0 |
0 |
0 |
139 |
0 |
0 |
0 |
531 |
| The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics |
0 |
3 |
19 |
554 |
0 |
8 |
40 |
1,006 |
| The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
88 |
| The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth |
0 |
0 |
1 |
34 |
0 |
0 |
1 |
79 |
| The Puzzle of Index Option Returns |
1 |
2 |
3 |
87 |
1 |
2 |
4 |
310 |
| The Puzzle of Index Option Returns |
0 |
0 |
0 |
62 |
0 |
1 |
2 |
212 |
| The Supply and Demand of S&P 500 Put Options |
0 |
0 |
2 |
23 |
0 |
0 |
4 |
167 |
| Time Nonseparability in Aggregate Consumption: International Evidence |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
579 |
| Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks |
0 |
1 |
2 |
21 |
0 |
1 |
3 |
53 |
| What Information Drives Asset Prices? |
0 |
1 |
2 |
42 |
0 |
1 |
2 |
56 |
| Total Working Papers |
3 |
12 |
43 |
4,233 |
6 |
30 |
122 |
16,144 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy |
1 |
3 |
35 |
430 |
5 |
12 |
61 |
933 |
| A Theory of the Nominal Term Structure of Interest Rates |
1 |
1 |
4 |
547 |
2 |
2 |
10 |
1,550 |
| Admissible uncertainty in the intertemporal asset pricing model |
0 |
0 |
3 |
59 |
0 |
0 |
4 |
145 |
| Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
226 |
| Asset Pricing Tests with Long-run Risks in Consumption Growth |
0 |
2 |
7 |
34 |
0 |
5 |
15 |
91 |
| Asset Pricing with Countercyclical Household Consumption Risk |
0 |
0 |
1 |
16 |
0 |
1 |
3 |
99 |
| Asset Pricing with Heterogeneous Consumers |
0 |
0 |
5 |
1,271 |
0 |
1 |
13 |
3,008 |
| Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence |
0 |
0 |
1 |
250 |
0 |
2 |
6 |
839 |
| Asset Pricing: Models and Empirical Evidence |
0 |
1 |
3 |
67 |
0 |
1 |
4 |
179 |
| Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
45 |
| Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences |
0 |
0 |
0 |
164 |
0 |
0 |
0 |
768 |
| Capital Market Equilibrium with Personal Tax |
0 |
2 |
9 |
239 |
2 |
5 |
15 |
600 |
| Capital Market Equilibrium with Transaction Costs |
1 |
2 |
6 |
684 |
1 |
6 |
18 |
1,499 |
| Cash management: An inventory control limit approach: Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 |
0 |
0 |
2 |
85 |
0 |
0 |
5 |
426 |
| Comment on Chen, Kim and Kon |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
156 |
| Debt and Taxes and Uncertainty: Discussion |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
57 |
| Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
12 |
| Habit Formation: A Resolution of the Equity Premium Puzzle |
2 |
3 |
12 |
1,673 |
3 |
5 |
36 |
4,596 |
| Habit persistence and durability in aggregate consumption: Empirical tests |
0 |
1 |
2 |
344 |
0 |
2 |
6 |
903 |
| Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation |
0 |
0 |
1 |
475 |
0 |
0 |
6 |
1,087 |
| Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle |
0 |
0 |
3 |
647 |
0 |
0 |
7 |
1,696 |
| Junior is rich: bequests as consumption |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
270 |
| Junior must pay: pricing the implicit put in privatizing Social Security |
0 |
0 |
0 |
14 |
0 |
2 |
7 |
209 |
| MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
132 |
| Market Risk Adjustment in Project Valuation |
0 |
1 |
1 |
213 |
0 |
1 |
2 |
758 |
| Merton H. Miller |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
55 |
| Mispriced index option portfolios |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
32 |
| Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply |
0 |
1 |
1 |
7 |
0 |
1 |
2 |
13 |
| Mispricing of S&P 500 Index Options |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
| Mispricing of S&P 500 Index Options |
0 |
0 |
0 |
58 |
1 |
2 |
3 |
359 |
| Multiperiod Consumption and Investment Behavior with Convex Transactions Costs |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
65 |
| Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
28 |
| Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
170 |
| Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing |
0 |
0 |
1 |
63 |
0 |
0 |
6 |
311 |
| Optimal Population Growth and the Social Welfare Function |
0 |
0 |
0 |
69 |
0 |
1 |
4 |
300 |
| Optimal bond trading with personal taxes |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
127 |
| Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns |
0 |
0 |
1 |
155 |
2 |
2 |
9 |
532 |
| Portfolio selection with transactions costs |
0 |
1 |
7 |
154 |
1 |
2 |
12 |
339 |
| Rational Asset Prices |
0 |
0 |
1 |
72 |
1 |
1 |
3 |
362 |
| Stochastic Cash Management with Fixed and Proportional Transaction Costs |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
64 |
| Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs |
0 |
0 |
0 |
57 |
1 |
1 |
4 |
297 |
| Strategic analysis of the competitive exercise of certain financial options |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
160 |
| The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion |
0 |
0 |
0 |
260 |
0 |
2 |
2 |
765 |
| The Puzzle of Index Option Returns |
0 |
0 |
1 |
9 |
0 |
1 |
3 |
41 |
| The Supply and Demand of S&P 500 Put Options |
0 |
0 |
5 |
16 |
0 |
2 |
10 |
44 |
| Time nonseparability in aggregate consumption: International evidence |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
259 |
| To Pay or Not to Pay Dividend: Discussion |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
61 |
| Transaction Costs and the Pricing of Financial Assets |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
35 |
| Warrant exercise and bond conversion in competitive markets |
0 |
0 |
0 |
74 |
0 |
0 |
7 |
225 |
| What Information Drives Asset Prices? |
0 |
1 |
1 |
4 |
0 |
3 |
7 |
15 |
| Total Journal Articles |
5 |
19 |
118 |
8,488 |
19 |
66 |
314 |
24,952 |
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