| 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 |
1,550 |
2 |
9 |
11 |
4,424 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
4 |
10 |
15 |
1,301 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
0 |
3 |
3 |
190 |
| Bond-Stock Comovements |
1 |
27 |
27 |
27 |
2 |
19 |
19 |
19 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
3 |
5 |
6 |
1,760 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
2 |
4 |
6 |
1,317 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
1 |
6 |
8 |
171 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
1 |
1 |
205 |
0 |
4 |
5 |
616 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
355 |
1 |
5 |
6 |
1,100 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
145 |
63 |
67 |
69 |
455 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
2 |
300 |
2 |
5 |
7 |
894 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
492 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
1 |
2 |
5 |
69 |
| Global Currency Hedging |
0 |
0 |
2 |
319 |
0 |
0 |
6 |
1,063 |
| Global Currency Hedging |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
146 |
| Global Portfolio Diversification for Long-Horizon Investors |
0 |
0 |
0 |
38 |
2 |
6 |
15 |
91 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
3 |
3 |
21 |
4 |
9 |
10 |
226 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
2 |
6 |
14 |
617 |
| Inflation-Indexed Bonds and the Expectations Hypothesis |
0 |
0 |
0 |
35 |
1 |
2 |
5 |
141 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
1 |
16 |
21 |
168 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
162 |
1 |
3 |
6 |
459 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
2 |
106 |
0 |
4 |
15 |
274 |
| Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
1 |
1 |
1 |
222 |
3 |
5 |
7 |
755 |
| Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
0 |
0 |
1 |
747 |
5 |
11 |
13 |
1,961 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
1 |
2 |
81 |
2 |
7 |
11 |
380 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
0 |
62 |
1 |
2 |
5 |
256 |
| PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
0 |
79 |
0 |
1 |
5 |
323 |
| Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect |
2 |
2 |
16 |
16 |
5 |
8 |
16 |
16 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
45 |
1 |
7 |
8 |
171 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
25 |
0 |
3 |
7 |
129 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
34 |
2 |
4 |
7 |
118 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
4 |
7 |
11 |
2,449 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
1 |
2 |
5 |
1,585 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
1 |
2 |
3 |
602 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
3 |
6 |
7 |
1,641 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
22 |
3 |
4 |
6 |
126 |
| THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
0 |
0 |
47 |
1 |
1 |
3 |
209 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
101 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
30 |
0 |
0 |
4 |
206 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
55 |
2 |
5 |
8 |
340 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
554 |
2 |
7 |
9 |
1,291 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
1 |
3 |
6 |
854 |
| The euro as a reserve currency for global investors |
0 |
0 |
0 |
75 |
1 |
2 |
5 |
177 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
5 |
5 |
11 |
696 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
83 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
418 |
1 |
4 |
7 |
986 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
491 |
3 |
14 |
24 |
2,695 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
3 |
9 |
20 |
1,214 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
1 |
2 |
4 |
2,379 |
| Total Working Papers |
4 |
36 |
61 |
10,910 |
143 |
307 |
470 |
37,736 |