| 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 |
1 |
1 |
3 |
4,416 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
2 |
2 |
2 |
189 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
1 |
3 |
8 |
1,292 |
| Bond-Stock Comovements |
25 |
25 |
25 |
25 |
9 |
9 |
9 |
9 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
1,756 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
4 |
4 |
6 |
169 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
1 |
2 |
3 |
1,314 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
355 |
0 |
1 |
2 |
1,095 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
1 |
1 |
1 |
205 |
4 |
4 |
5 |
616 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
145 |
2 |
4 |
4 |
390 |
| Foreign Currency for Long-Term Investors |
0 |
1 |
2 |
300 |
0 |
1 |
5 |
889 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
67 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
0 |
1 |
492 |
| Global Currency Hedging |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
145 |
| Global Currency Hedging |
0 |
0 |
2 |
319 |
0 |
0 |
6 |
1,063 |
| Global Portfolio Diversification for Long-Horizon Investors |
0 |
0 |
0 |
38 |
0 |
4 |
10 |
85 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
2 |
2 |
2 |
20 |
2 |
3 |
5 |
219 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
0 |
5 |
9 |
611 |
| Inflation-Indexed Bonds and the Expectations Hypothesis |
0 |
0 |
0 |
35 |
1 |
3 |
4 |
140 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
162 |
2 |
2 |
6 |
458 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
4 |
5 |
9 |
156 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
1 |
105 |
2 |
3 |
13 |
272 |
| Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
0 |
0 |
1 |
221 |
0 |
1 |
4 |
750 |
| Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
0 |
1 |
1 |
747 |
5 |
6 |
8 |
1,955 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
1 |
80 |
0 |
1 |
4 |
373 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
0 |
62 |
0 |
1 |
3 |
254 |
| PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
0 |
79 |
1 |
3 |
6 |
323 |
| Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect |
0 |
14 |
14 |
14 |
1 |
9 |
9 |
9 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
45 |
5 |
5 |
6 |
169 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
25 |
1 |
2 |
5 |
127 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
0 |
3 |
4 |
2,442 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
0 |
2 |
4 |
1,583 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
34 |
2 |
3 |
6 |
116 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
0 |
1 |
600 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
2 |
22 |
1 |
1 |
4 |
123 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
0 |
1 |
1 |
1,635 |
| THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
208 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
30 |
0 |
0 |
4 |
206 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
55 |
1 |
1 |
4 |
336 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
101 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
1 |
554 |
3 |
4 |
12 |
1,287 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
1 |
282 |
0 |
1 |
4 |
851 |
| The euro as a reserve currency for global investors |
0 |
0 |
0 |
75 |
0 |
0 |
3 |
175 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
83 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
0 |
2 |
7 |
691 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
418 |
0 |
0 |
3 |
982 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
1 |
2 |
4 |
2,378 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
2 |
491 |
4 |
7 |
17 |
2,685 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
2 |
4 |
14 |
1,207 |
| Total Working Papers |
28 |
45 |
58 |
10,902 |
63 |
118 |
262 |
37,492 |