| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
0 |
1 |
18 |
1,309 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
2 |
3 |
16 |
203 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
1 |
1 |
30 |
4,445 |
| Bond-Stock Comovements |
1 |
2 |
32 |
32 |
3 |
10 |
55 |
55 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
1 |
3 |
27 |
1,782 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
1 |
4 |
37 |
202 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
1 |
3 |
24 |
1,337 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
355 |
0 |
0 |
18 |
1,113 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
145 |
0 |
2 |
132 |
520 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
1 |
205 |
0 |
0 |
16 |
628 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
0 |
1 |
14 |
81 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
300 |
1 |
2 |
12 |
901 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
2 |
9 |
501 |
| Global Currency Hedging |
0 |
0 |
2 |
321 |
1 |
6 |
31 |
1,094 |
| Global Currency Hedging |
0 |
0 |
2 |
21 |
0 |
2 |
26 |
171 |
| Global Portfolio Diversification for Long-Horizon Investors |
0 |
0 |
1 |
39 |
0 |
2 |
24 |
109 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
4 |
22 |
0 |
2 |
21 |
238 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
1 |
1 |
1 |
166 |
3 |
14 |
42 |
653 |
| Inflation-Indexed Bonds and the Expectations Hypothesis |
0 |
0 |
2 |
37 |
3 |
3 |
18 |
157 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
1 |
2 |
164 |
0 |
4 |
30 |
486 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
1 |
50 |
1 |
3 |
38 |
190 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
0 |
2 |
107 |
0 |
2 |
17 |
287 |
| Optimal Currency Strategies Under Deviations From Interest Parity |
21 |
22 |
22 |
22 |
1 |
82 |
82 |
82 |
| Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
0 |
0 |
2 |
223 |
5 |
7 |
27 |
777 |
| Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
0 |
0 |
1 |
748 |
0 |
6 |
35 |
1,985 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
0 |
62 |
1 |
1 |
15 |
269 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
1 |
81 |
1 |
4 |
27 |
400 |
| PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
0 |
79 |
1 |
1 |
12 |
334 |
| Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect |
0 |
1 |
4 |
18 |
2 |
6 |
39 |
47 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
1 |
46 |
1 |
4 |
24 |
188 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
25 |
0 |
1 |
14 |
140 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
0 |
1 |
15 |
1,598 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
34 |
0 |
0 |
8 |
122 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
0 |
2 |
18 |
2,460 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
3 |
9 |
609 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
22 |
0 |
1 |
12 |
134 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
0 |
2 |
21 |
1,656 |
| THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
0 |
0 |
47 |
0 |
0 |
13 |
221 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
30 |
0 |
1 |
11 |
217 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
5 |
0 |
0 |
4 |
105 |
| The Excess Burden of Government Indecision |
0 |
0 |
1 |
56 |
1 |
1 |
16 |
351 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
0 |
0 |
10 |
861 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
5 |
559 |
0 |
0 |
22 |
1,306 |
| The euro as a reserve currency for global investors |
0 |
0 |
1 |
76 |
0 |
2 |
8 |
183 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
2 |
25 |
108 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
3 |
320 |
1 |
4 |
30 |
721 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
0 |
5 |
21 |
1,003 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
3 |
139 |
0 |
1 |
27 |
1,232 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
0 |
0 |
13 |
2,390 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
492 |
1 |
3 |
38 |
2,719 |
| Total Working Papers |
23 |
28 |
95 |
10,969 |
33 |
210 |
1,251 |
38,680 |