Working Paper |
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12 months |
Total |
Last month |
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12 months |
Total |
A Multivariate Model of Strategic Asset Allocation |
0 |
1 |
1 |
1,550 |
0 |
2 |
3 |
4,412 |
A Multivariate Model of Strategic Asset Allocation |
0 |
1 |
1 |
418 |
0 |
1 |
2 |
1,284 |
A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
1 |
55 |
1 |
1 |
6 |
187 |
Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
1,753 |
Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
553 |
1 |
1 |
4 |
1,310 |
Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
163 |
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
145 |
0 |
0 |
0 |
386 |
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
1 |
1 |
355 |
0 |
1 |
2 |
1,093 |
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
204 |
0 |
0 |
4 |
609 |
Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
64 |
Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
298 |
0 |
3 |
19 |
878 |
Foreign Currency for Long-Term Investors |
0 |
0 |
1 |
155 |
0 |
2 |
5 |
491 |
Global Currency Hedging |
0 |
0 |
0 |
317 |
1 |
1 |
1 |
1,056 |
Global Currency Hedging |
0 |
1 |
1 |
19 |
1 |
2 |
3 |
142 |
Global Portfolio Diversification for Long-Horizon Investors |
0 |
0 |
0 |
38 |
0 |
2 |
9 |
73 |
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
209 |
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
1 |
164 |
1 |
2 |
7 |
598 |
Inflation-Indexed Bonds and the Expectations Hypothesis |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
136 |
Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
2 |
161 |
0 |
1 |
8 |
451 |
Macroeconomic Drivers of Bond and Equity Risks |
0 |
1 |
4 |
49 |
0 |
1 |
7 |
146 |
Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
3 |
104 |
1 |
2 |
13 |
259 |
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
0 |
0 |
2 |
220 |
0 |
0 |
4 |
746 |
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
0 |
0 |
1 |
745 |
2 |
3 |
5 |
1,946 |
Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
369 |
Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
1 |
62 |
0 |
0 |
1 |
251 |
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
0 |
79 |
1 |
1 |
2 |
315 |
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
163 |
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
121 |
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
1 |
2 |
3 |
2,438 |
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
1 |
1 |
2 |
33 |
1 |
2 |
3 |
109 |
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
710 |
0 |
0 |
1 |
1,579 |
Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
1 |
1 |
2 |
599 |
Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
0 |
0 |
1 |
1,634 |
Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
118 |
THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
206 |
The Excess Burden of Government Indecision |
1 |
1 |
1 |
30 |
2 |
2 |
2 |
202 |
The Excess Burden of Government Indecision |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
332 |
The Excess Burden of Government Indecision |
0 |
0 |
0 |
5 |
1 |
2 |
2 |
99 |
The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
281 |
0 |
0 |
1 |
847 |
The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
553 |
1 |
3 |
10 |
1,274 |
The euro as a reserve currency for global investors |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
172 |
Understanding Inflation-Indexed Bond Markets |
1 |
1 |
1 |
416 |
1 |
1 |
1 |
978 |
Understanding Inflation-Indexed Bond Markets |
0 |
0 |
2 |
317 |
0 |
1 |
7 |
683 |
Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
81 |
Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
2 |
3 |
12 |
1,191 |
Who Should Buy Long-Term Bonds? |
0 |
0 |
2 |
489 |
3 |
6 |
21 |
2,666 |
Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
2 |
3 |
10 |
2,373 |
Total Working Papers |
3 |
9 |
30 |
10,837 |
24 |
53 |
198 |
37,192 |