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12 months |
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Last month |
3 months |
12 months |
Total |

A Mean-Variance Framework for Tests for Asset Pricing Models |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
340 |

A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion |
0 |
0 |
1 |
87 |
1 |
4 |
17 |
320 |

A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 |
0 |
0 |
0 |
156 |
1 |
1 |
3 |
314 |

ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
278 |

An Index-Contingent Trading Mechanism: Economic Implications |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
112 |

An Index-Contingent Trading Mechanism: Economic Implications |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
221 |

Asset Returns and Intertemporal Preferences |
0 |
0 |
2 |
263 |
0 |
1 |
6 |
676 |

Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) |
0 |
0 |
0 |
1 |
0 |
1 |
11 |
101 |

Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) |
0 |
0 |
0 |
1 |
1 |
2 |
8 |
219 |

Bayesian Inference and Portfolio Efficiency |
0 |
0 |
0 |
113 |
0 |
1 |
5 |
391 |

Bayesian Inference and Portfolio Efficiency |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
264 |

Bayesian Inference and Portfolio Efficiency (Revised: 4-93) |
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0 |
0 |
0 |
1 |
1 |
5 |
249 |

Bayesian Inference and Portfolio Efficiency (Revised: 4-93) |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
96 |

Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
86 |

Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) |
0 |
0 |
0 |
1 |
2 |
2 |
5 |
155 |

Endogenous benchmarks |
0 |
1 |
2 |
22 |
1 |
3 |
7 |
77 |

Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach |
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0 |
0 |
80 |
0 |
0 |
7 |
527 |

Expectations and Volatility of Long-Horizon Stock Returns |
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0 |
0 |
0 |
3 |
3 |
6 |
108 |

Modeling Expected Stock Returns for Long and Short Horizons |
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0 |
0 |
1 |
2 |
2 |
20 |
598 |

On the Incentives for Money Nanagers: A Signalling Approach |
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0 |
0 |
0 |
0 |
0 |
3 |
150 |

On the Predictability of Stock Returns: An Asset-Allocation Perspective |
0 |
0 |
0 |
677 |
4 |
8 |
16 |
1,893 |

On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
441 |

Portfolio Inefficiency and the Cross-Section of Expected Returns |
0 |
0 |
1 |
300 |
2 |
3 |
11 |
1,118 |

Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
93 |

Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
155 |

Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
260 |

Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
123 |

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
467 |

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
449 |

The (Bad?) Timing of Mutual Fund Investors |
0 |
0 |
0 |
228 |
2 |
5 |
23 |
842 |

The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
159 |

Total Working Papers |
0 |
1 |
6 |
1,932 |
29 |
51 |
237 |
11,282 |