| 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 |
55 |
0 |
0 |
3 |
187 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
1 |
1,550 |
0 |
1 |
4 |
4,413 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
1 |
418 |
1 |
1 |
3 |
1,285 |
| 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 |
34 |
0 |
0 |
1 |
163 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
1 |
1 |
554 |
0 |
1 |
4 |
1,311 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
204 |
0 |
2 |
5 |
611 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
1 |
355 |
0 |
0 |
1 |
1,093 |
| Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets |
0 |
0 |
0 |
145 |
0 |
0 |
0 |
386 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
64 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
1 |
155 |
0 |
0 |
5 |
491 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
298 |
2 |
8 |
20 |
886 |
| Global Currency Hedging |
0 |
0 |
0 |
317 |
0 |
1 |
2 |
1,057 |
| Global Currency Hedging |
0 |
0 |
1 |
19 |
1 |
1 |
4 |
143 |
| Global Portfolio Diversification for Long-Horizon Investors |
0 |
0 |
0 |
38 |
0 |
2 |
8 |
75 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
1 |
2 |
165 |
1 |
5 |
11 |
603 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
2 |
2 |
18 |
0 |
5 |
6 |
214 |
| Inflation-Indexed Bonds and the Expectations Hypothesis |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
136 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
4 |
49 |
0 |
1 |
7 |
147 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
1 |
2 |
162 |
1 |
2 |
9 |
453 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
0 |
3 |
104 |
0 |
0 |
9 |
259 |
| Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds |
0 |
0 |
1 |
220 |
1 |
1 |
3 |
747 |
| Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income |
0 |
1 |
1 |
746 |
1 |
2 |
6 |
1,948 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
1 |
62 |
0 |
0 |
1 |
251 |
| Optimal Value and Growth Tilts in Long-Horizon Portfolios |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
369 |
| PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY |
0 |
0 |
0 |
79 |
0 |
2 |
3 |
317 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
122 |
| Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
163 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
2 |
33 |
1 |
2 |
5 |
111 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
710 |
0 |
0 |
1 |
1,579 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
0 |
0 |
3 |
2,438 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
0 |
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 |
1 |
1 |
1 |
21 |
1 |
2 |
3 |
120 |
| THE EXCESS BURDEN OF GOVERNMENT INDECISION |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
206 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
99 |
| The Excess Burden of Government Indecision |
0 |
0 |
1 |
30 |
0 |
0 |
2 |
202 |
| The Excess Burden of Government Indecision |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
332 |
| The Term Structure of the Risk-Return Tradeoff |
1 |
1 |
1 |
554 |
7 |
8 |
17 |
1,282 |
| The Term Structure of the Risk-Return Tradeoff |
1 |
1 |
1 |
282 |
1 |
1 |
2 |
848 |
| The euro as a reserve currency for global investors |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
172 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
2 |
417 |
0 |
1 |
2 |
979 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
81 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
317 |
0 |
1 |
6 |
684 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
0 |
2 |
11 |
1,193 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
1 |
2 |
9 |
2,375 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
2 |
489 |
1 |
3 |
19 |
2,669 |
| Total Working Papers |
3 |
10 |
34 |
10,847 |
20 |
58 |
206 |
37,250 |