| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability |
0 |
0 |
2 |
183 |
0 |
1 |
6 |
585 |
| Beyond the Carry Trade: Optimal Currency Portfolios |
0 |
0 |
0 |
52 |
2 |
2 |
5 |
174 |
| Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options |
0 |
0 |
5 |
148 |
0 |
3 |
16 |
376 |
| Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks |
0 |
1 |
3 |
33 |
0 |
1 |
7 |
97 |
| Dynamic Portfolio Selection by Augmenting the Asset Space |
0 |
0 |
1 |
64 |
0 |
0 |
3 |
240 |
| Flexible Multivariate GARCH Modeling with an Application to International Stock Markets |
0 |
0 |
0 |
268 |
0 |
0 |
0 |
692 |
| Forecasting stock market returns: The sum of the parts is more than the whole |
1 |
1 |
4 |
158 |
2 |
3 |
25 |
674 |
| International risk sharing is better than you think, or exchange rates are too smooth |
0 |
1 |
1 |
172 |
0 |
3 |
7 |
439 |
| Momentum has its moments |
7 |
19 |
69 |
435 |
23 |
79 |
187 |
1,475 |
| Multifactor models and their consistency with the ICAPM |
1 |
3 |
11 |
284 |
3 |
7 |
34 |
870 |
| Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
72 |
| Option strategies: Good deals and margin calls |
1 |
2 |
4 |
81 |
1 |
3 |
14 |
353 |
| Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns |
0 |
1 |
16 |
275 |
4 |
11 |
42 |
931 |
| Predicting volatility: getting the most out of return data sampled at different frequencies |
0 |
1 |
8 |
369 |
5 |
8 |
35 |
1,025 |
| Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets |
0 |
1 |
3 |
56 |
1 |
2 |
6 |
199 |
| The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
633 |
| The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
58 |
| There is a risk-return trade-off after all |
1 |
3 |
7 |
364 |
3 |
11 |
35 |
1,084 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
0 |
3 |
181 |
0 |
3 |
12 |
453 |
| Two Trees |
0 |
0 |
1 |
46 |
0 |
0 |
12 |
192 |
| Total Journal Articles |
11 |
33 |
138 |
3,192 |
45 |
140 |
451 |
10,622 |
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