| 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 |
1 |
8 |
18 |
1,305 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
3 |
13 |
21 |
4,435 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
1 |
4 |
7 |
194 |
| Bond-Stock Comovements |
0 |
1 |
27 |
27 |
6 |
13 |
30 |
30 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
1 |
8 |
11 |
1,765 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
0 |
8 |
14 |
178 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
0 |
7 |
10 |
1,322 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
1 |
205 |
1 |
6 |
11 |
622 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
145 |
1 |
124 |
130 |
516 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
355 |
2 |
8 |
13 |
1,107 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
2 |
300 |
0 |
5 |
10 |
897 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
1 |
7 |
10 |
75 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
4 |
4 |
496 |
| Global Currency Hedging |
0 |
1 |
3 |
320 |
4 |
11 |
16 |
1,074 |
| Global Currency Hedging |
0 |
1 |
1 |
20 |
3 |
12 |
15 |
158 |
| Global Portfolio Diversification for Long-Horizon Investors |
1 |
1 |
1 |
39 |
2 |
7 |
17 |
96 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
1 |
4 |
22 |
4 |
13 |
19 |
235 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
4 |
11 |
21 |
626 |
| Inflation-Indexed Bonds and the Expectations Hypothesis |
1 |
1 |
1 |
36 |
1 |
7 |
11 |
147 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
0 |
7 |
26 |
174 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
162 |
5 |
16 |
20 |
474 |
| Monetary Policy Drivers of Bond and Equity Risks |
1 |
1 |
3 |
107 |
3 |
7 |
17 |
281 |
| Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
0 |
2 |
2 |
223 |
4 |
14 |
18 |
766 |
| Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
0 |
0 |
1 |
747 |
1 |
16 |
24 |
1,972 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
0 |
62 |
0 |
7 |
10 |
262 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
1 |
81 |
0 |
10 |
18 |
388 |
| PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
0 |
79 |
2 |
7 |
11 |
330 |
| Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect |
1 |
3 |
17 |
17 |
3 |
14 |
25 |
25 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
1 |
1 |
46 |
2 |
6 |
13 |
176 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
25 |
0 |
1 |
7 |
130 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
3 |
8 |
15 |
2,453 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
34 |
1 |
5 |
9 |
121 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
0 |
8 |
11 |
1,592 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
1 |
4 |
5 |
605 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
22 |
0 |
7 |
9 |
130 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
0 |
6 |
10 |
1,644 |
| THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
0 |
0 |
47 |
1 |
9 |
9 |
217 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
102 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
30 |
1 |
7 |
8 |
213 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
55 |
4 |
10 |
14 |
348 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
3 |
7 |
11 |
860 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
1 |
1 |
555 |
2 |
11 |
17 |
1,300 |
| The euro as a reserve currency for global investors |
1 |
1 |
1 |
76 |
1 |
4 |
6 |
180 |
| Understanding Inflation-Indexed Bond Markets |
1 |
1 |
1 |
318 |
6 |
15 |
19 |
706 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
2 |
11 |
16 |
996 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
7 |
19 |
20 |
102 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
1 |
4 |
7 |
2,382 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
491 |
1 |
16 |
34 |
2,708 |
| Who Should Buy Long-Term Bonds? |
2 |
2 |
2 |
138 |
5 |
12 |
26 |
1,223 |
| Total Working Papers |
8 |
18 |
73 |
10,924 |
94 |
545 |
824 |
38,138 |