| 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 |
5 |
10 |
27 |
4,442 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
5 |
6 |
12 |
199 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
1 |
2 |
18 |
1,306 |
| Bond-Stock Comovements |
1 |
1 |
28 |
28 |
5 |
13 |
37 |
37 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
11 |
13 |
23 |
1,777 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
17 |
18 |
32 |
196 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
10 |
11 |
21 |
1,333 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
355 |
2 |
6 |
17 |
1,111 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
145 |
1 |
2 |
131 |
517 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
1 |
205 |
4 |
6 |
16 |
627 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
2 |
300 |
1 |
2 |
12 |
899 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
2 |
3 |
11 |
77 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
2 |
2 |
6 |
498 |
| Global Currency Hedging |
0 |
0 |
1 |
20 |
6 |
11 |
23 |
166 |
| Global Currency Hedging |
0 |
1 |
4 |
321 |
7 |
14 |
26 |
1,084 |
| Global Portfolio Diversification for Long-Horizon Investors |
0 |
1 |
1 |
39 |
3 |
8 |
23 |
102 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
4 |
22 |
0 |
4 |
19 |
235 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
6 |
12 |
29 |
634 |
| Inflation-Indexed Bonds and the Expectations Hypothesis |
0 |
2 |
2 |
37 |
3 |
5 |
14 |
151 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
1 |
1 |
163 |
4 |
12 |
27 |
481 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
5 |
9 |
34 |
183 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
3 |
107 |
3 |
6 |
17 |
284 |
| Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
0 |
0 |
2 |
223 |
1 |
5 |
19 |
767 |
| Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
0 |
0 |
1 |
747 |
1 |
5 |
28 |
1,976 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
1 |
81 |
5 |
6 |
22 |
394 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
0 |
62 |
3 |
3 |
13 |
265 |
| PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
0 |
79 |
3 |
5 |
14 |
333 |
| Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect |
0 |
1 |
17 |
17 |
4 |
9 |
31 |
31 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
1 |
46 |
4 |
8 |
19 |
182 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
25 |
6 |
7 |
12 |
137 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
4 |
5 |
16 |
1,597 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
2 |
5 |
16 |
2,455 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
34 |
0 |
1 |
8 |
121 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
1 |
5 |
605 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
22 |
0 |
0 |
9 |
130 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
9 |
9 |
19 |
1,653 |
| THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
0 |
0 |
47 |
3 |
5 |
13 |
221 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
30 |
2 |
3 |
9 |
215 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
5 |
2 |
2 |
3 |
104 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
55 |
1 |
5 |
14 |
349 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
1 |
4 |
12 |
861 |
| The Term Structure of the Risk-Return Tradeoff |
2 |
3 |
4 |
558 |
2 |
6 |
21 |
1,304 |
| The euro as a reserve currency for global investors |
0 |
1 |
1 |
76 |
1 |
2 |
7 |
181 |
| Understanding Inflation-Indexed Bond Markets |
1 |
2 |
2 |
319 |
6 |
15 |
28 |
715 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
0 |
4 |
18 |
998 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
3 |
10 |
23 |
105 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
1 |
5 |
11 |
2,386 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
1 |
492 |
5 |
8 |
40 |
2,715 |
| Who Should Buy Long-Term Bonds? |
0 |
3 |
3 |
139 |
6 |
13 |
31 |
1,231 |
| Total Working Papers |
4 |
18 |
81 |
10,934 |
178 |
326 |
1,036 |
38,370 |