| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A General Equilibrium Model of International Portfolio Choice |
0 |
0 |
1 |
172 |
0 |
0 |
10 |
409 |
| A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms |
12 |
34 |
99 |
370 |
27 |
70 |
265 |
1,029 |
| A Multifactor Perspective on Volatility‐Managed Portfolios |
0 |
3 |
6 |
14 |
10 |
27 |
62 |
89 |
| A Transaction-Cost Perspective on the Multitude of Firm Characteristics |
0 |
3 |
7 |
54 |
4 |
16 |
44 |
168 |
| An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets |
0 |
0 |
0 |
78 |
1 |
2 |
4 |
282 |
| Asset Prices with Heterogeneity in Preferences and Beliefs |
0 |
0 |
1 |
27 |
0 |
5 |
17 |
113 |
| Can Competition Increase Profits in Factor Investing? |
0 |
0 |
4 |
4 |
1 |
4 |
22 |
28 |
| Deviations from purchasing power parity and capital flows |
0 |
0 |
0 |
29 |
0 |
1 |
5 |
92 |
| Does Household Finance Matter? Small Financial Errors with Large Social Costs |
0 |
1 |
2 |
52 |
0 |
1 |
14 |
291 |
| Efficient Intertemporal Allocations with Recursive Utility |
0 |
0 |
1 |
93 |
1 |
1 |
11 |
287 |
| Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility |
0 |
0 |
2 |
94 |
1 |
3 |
21 |
423 |
| Exchange rate volatility and international trade: A general-equilibrium analysis |
1 |
1 |
1 |
117 |
1 |
5 |
16 |
313 |
| Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
184 |
| Improving Portfolio Selection Using Option-Implied Volatility and Skewness |
0 |
0 |
1 |
39 |
1 |
2 |
26 |
171 |
| Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification |
1 |
1 |
3 |
59 |
2 |
4 |
21 |
198 |
| Leverage Constraints and the Optimal Hedging of Stock and Bond Options |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
74 |
| Model Misspecification and Underdiversification |
0 |
0 |
1 |
108 |
1 |
4 |
21 |
350 |
| Optimal Replication of Options with Transactions Costs and Trading Restrictions |
0 |
0 |
0 |
82 |
0 |
1 |
11 |
194 |
| Optimal Versus Naive Diversification: How Inefficient is the 1-N Portfolio Strategy? |
50 |
129 |
405 |
1,218 |
153 |
400 |
1,173 |
3,711 |
| Portfolio Investment with the Exact Tax Basis via Nonlinear Programming |
0 |
0 |
1 |
16 |
0 |
0 |
10 |
64 |
| Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach |
0 |
0 |
3 |
172 |
10 |
18 |
45 |
572 |
| Sovereign debt and the London Club: A precommitment device for limiting punishment for default |
0 |
0 |
0 |
71 |
0 |
1 |
11 |
252 |
| Stock Return Serial Dependence and Out-of-Sample Portfolio Performance |
0 |
1 |
2 |
13 |
1 |
2 |
17 |
88 |
| The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion |
0 |
0 |
0 |
32 |
0 |
2 |
9 |
127 |
| The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity |
1 |
1 |
1 |
288 |
1 |
1 |
23 |
1,062 |
| The exchange rate and purchasing power parity: extending the theory and tests |
0 |
0 |
0 |
109 |
0 |
0 |
12 |
309 |
| The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis |
0 |
2 |
2 |
24 |
0 |
3 |
19 |
252 |
| The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility |
0 |
0 |
0 |
78 |
1 |
2 |
10 |
221 |
| Valuing risk and flexibility: A comparison of methods |
0 |
0 |
0 |
95 |
0 |
1 |
9 |
228 |
| Total Journal Articles |
65 |
176 |
543 |
3,531 |
216 |
576 |
1,922 |
11,581 |
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