| 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 |
55 |
3 |
4 |
6 |
193 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
8 |
16 |
18 |
4,432 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
3 |
12 |
18 |
1,304 |
| Bond-Stock Comovements |
0 |
2 |
27 |
27 |
5 |
15 |
24 |
24 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
4 |
8 |
10 |
1,764 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
7 |
9 |
15 |
178 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
5 |
8 |
11 |
1,322 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
355 |
5 |
10 |
11 |
1,105 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
1 |
205 |
5 |
5 |
10 |
621 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
145 |
60 |
125 |
129 |
515 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
5 |
7 |
9 |
74 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
4 |
4 |
4 |
496 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
2 |
300 |
3 |
8 |
10 |
897 |
| Global Currency Hedging |
1 |
1 |
3 |
320 |
7 |
7 |
12 |
1,070 |
| Global Currency Hedging |
1 |
1 |
1 |
20 |
9 |
10 |
12 |
155 |
| Global Portfolio Diversification for Long-Horizon Investors |
0 |
0 |
0 |
38 |
3 |
9 |
16 |
94 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
5 |
11 |
18 |
622 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
1 |
2 |
4 |
22 |
5 |
12 |
15 |
231 |
| Inflation-Indexed Bonds and the Expectations Hypothesis |
0 |
0 |
0 |
35 |
5 |
6 |
10 |
146 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
6 |
18 |
27 |
174 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
162 |
10 |
11 |
16 |
469 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
2 |
106 |
4 |
6 |
18 |
278 |
| Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
1 |
2 |
2 |
223 |
7 |
12 |
14 |
762 |
| Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
0 |
0 |
1 |
747 |
10 |
16 |
23 |
1,971 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
0 |
62 |
6 |
8 |
11 |
262 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
1 |
2 |
81 |
8 |
15 |
19 |
388 |
| PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
0 |
79 |
5 |
5 |
9 |
328 |
| Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect |
0 |
2 |
16 |
16 |
6 |
13 |
22 |
22 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
1 |
1 |
1 |
46 |
3 |
5 |
11 |
174 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
25 |
1 |
3 |
7 |
130 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
1 |
8 |
12 |
2,450 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
7 |
9 |
12 |
1,592 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
34 |
2 |
4 |
9 |
120 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
2 |
4 |
5 |
604 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
22 |
4 |
7 |
10 |
130 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
3 |
9 |
10 |
1,644 |
| THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
0 |
0 |
47 |
7 |
8 |
9 |
216 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
30 |
6 |
6 |
9 |
212 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
55 |
4 |
8 |
11 |
344 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
102 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
3 |
6 |
9 |
857 |
| The Term Structure of the Risk-Return Tradeoff |
1 |
1 |
1 |
555 |
7 |
11 |
16 |
1,298 |
| The euro as a reserve currency for global investors |
0 |
0 |
0 |
75 |
2 |
4 |
6 |
179 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
4 |
9 |
13 |
700 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
12 |
12 |
13 |
95 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
8 |
12 |
14 |
994 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
491 |
12 |
22 |
35 |
2,707 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
4 |
11 |
22 |
1,218 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
2 |
3 |
6 |
2,381 |
| Total Working Papers |
6 |
14 |
66 |
10,916 |
308 |
552 |
758 |
38,044 |
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