Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Mean-Variance Framework for Tests for Asset Pricing Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
342 |

A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion |
0 |
0 |
0 |
87 |
1 |
1 |
2 |
358 |

A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
316 |

ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES |
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0 |
0 |
0 |
0 |
0 |
2 |
285 |

An Index-Contingent Trading Mechanism: Economic Implications |
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0 |
0 |
0 |
0 |
0 |
0 |
222 |

An Index-Contingent Trading Mechanism: Economic Implications |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
113 |

Asset Returns and Intertemporal Preferences |
0 |
0 |
1 |
265 |
0 |
0 |
3 |
687 |

Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) |
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0 |
0 |
1 |
0 |
0 |
1 |
224 |

Asset Returns, Investment Horizons, and Intertemporal Preferences (Reprint 009) |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
102 |

Bayesian Inference and Portfolio Efficiency |
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0 |
0 |
0 |
0 |
0 |
1 |
271 |

Bayesian Inference and Portfolio Efficiency |
0 |
0 |
1 |
114 |
0 |
0 |
1 |
399 |

Bayesian Inference and Portfolio Efficiency (Revised: 4-93) |
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0 |
0 |
0 |
0 |
0 |
0 |
97 |

Bayesian Inference and Portfolio Efficiency (Revised: 4-93) |
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0 |
0 |
0 |
0 |
0 |
0 |
256 |

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

Bayesian Inference and Portfolio Efficiency (Revision of 8-91) (Reprint 046) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
87 |

Endogenous benchmarks |
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0 |
0 |
24 |
0 |
0 |
1 |
92 |

Ex-Ante Real Rates and Inflation Risk Premiums: A Consumption-Based Approach |
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0 |
0 |
80 |
0 |
0 |
1 |
531 |

Expectations and Volatility of Long-Horizon Stock Returns |
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0 |
0 |
0 |
0 |
1 |
4 |
117 |

Modeling Expected Stock Returns for Long and Short Horizons |
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0 |
0 |
1 |
0 |
1 |
3 |
629 |

On the Incentives for Money Nanagers: A Signalling Approach |
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0 |
0 |
0 |
0 |
0 |
0 |
154 |

On the Predictability of Stock Returns: An Asset-Allocation Perspective |
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0 |
1 |
679 |
1 |
4 |
17 |
1,944 |

On the Predictability of Stock Returns: An Asset-Allocation Perspective (Reprint 057) |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
446 |

Portfolio Inefficiency and the Cross-Section of Expected Returns |
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0 |
0 |
300 |
0 |
0 |
1 |
1,136 |

Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) |
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0 |
0 |
0 |
0 |
0 |
0 |
96 |

Portfolio Inefficiency and the Cross-Section of Expected Returns (Revision of 3-93) |
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0 |
0 |
1 |
0 |
0 |
0 |
157 |

Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) |
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0 |
0 |
0 |
0 |
0 |
0 |
263 |

Portfolio Inefficiency and the Cross-Section of Mean Returns (Revised: 6-94) |
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0 |
0 |
0 |
0 |
0 |
0 |
125 |

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis |
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0 |
0 |
0 |
0 |
0 |
4 |
455 |

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
478 |

The (Bad?) Timing of Mutual Fund Investors |
0 |
0 |
2 |
240 |
1 |
1 |
6 |
888 |

The Dynamics of Information Incorporation into Asset Prices: An Empirical Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
160 |

Total Working Papers |
0 |
0 |
5 |
1,951 |
3 |
9 |
50 |
11,585 |