|
2012-06: Thinking, Fast, and Slow by Daniel Kahneman |
Lisa Goldberg |
2012 |
2012 Working Papers |
|
2012-05: Minimizing Shortfall |
Lisa Goldberg; Ola Mahmoud |
2012 |
2012 Working Papers |
|
2012-04: The Equity Risk Premium Puzzle: A Resolution – The Case for Real Estate |
Robert H. Edelstein; Konstantin Magin |
2012 |
2012 Working Papers |
|
2012-03: When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets |
Liva Chitu; Barry Eichengreen; Arnaud Mehl |
2012 |
2012 Working Papers |
|
2012-02: Contingent Convertible Bonds: Pricing, Dilution Costs and Efficient Regulation |
Markus Pelger |
2012 |
2012 Working Papers |
|
2012-01: Will My Risk Parity Strategy Outperform? |
Lisa Goldberg; Robert Anderson; Stephen Bianchi |
2012 |
2012 Working Papers |
|
2011-04: Will My Risk Parity Strategy Outperform? |
Lisa Goldberg; Robert Anderson; Stephen Bianchi |
2011 |
2011 Working Papers |
|
2011-03: Stories of the Twentieth Century for the Twenty-First |
Pierre-Olivier Gourinchas; Maurice Obstfeld |
2011 |
2011 Working Papers |
|
2011-02: Allocating Assets in Climates of Extreme Risk |
Lisa Goldberg; Stacy L. Cuffe |
2011 |
2011 Working Papers |
|
2011-01: Minimizing Shortfall |
Lisa Goldberg; Ola Mahmoud; Michael Y. Hayes |
2011 |
2011 Working Papers |
|
Efficient Monte Carlo Barrier Option Pricing when the Underlying Security Price Follows a Jump-Diffusion Process |
Sheldon Ross; Samim Ghamami |
2010 |
Journal Article |
|
2010-05: The Pricing of “Troubled” Assets |
Konstantin Magin |
2010 |
2010 Working Papers |
|
2010-04: New Performance – Vested Stock Option Schemes |
Markus Pelger; An Chen; Klaus Sandmann |
2010 |
2010 Working Papers |
|
2010-03: Do Security Analysts Speak in Two Tongues? |
Ulrike Malmendier; Devin Shanthikumar |
2010 |
2010 Working Papers |
|
2010-02: Contractibility and the Design of Research Agreements |
Josh Lerner; Ulrike Malmendier |
2010 |
2010 Working Papers |
|
2010-01: Contingent Convertible Bonds and Capital Structure Decisions |
Boris Albul; Dwight M. Jaffee; Alexei Tchistyi |
2010 |
2010 Working Papers |
|
The U.S. Equity Return Premium: Past, Present, and Future |
J. Bradford DeLong; Konstantin Magin |
2009 |
Journal Article |
|
2009-08: Fragility of CVar in portfolio optimization |
A.E.B. Lim; J.G. Shanthikumar; G.Y. Vahn |
2009 |
2009 Working Papers |
|
2009-07: Depression Babies: Do Macroeconomic Experiences Affect Risk – Taking? |
Ulrike Malmendier; Stefan Nagel |
2009 |
2009 Working Papers |
|
2009-06: Piercing the Veil of Ignorance |
Shachar Kariv; William R. Zame |
2009 |
2009 Working Papers |
|
2009-05: Estimating Ambinguity Aversion in a Portfolio Choice Experiment |
David Ahn; Syngjoo Choi; Douglas Gale; Shachar Kariv |
2009 |
2009 Working Papers |
|
2009-04: Exit Options and Dividend Policy under Liquidity Constraints |
Pauli Murto; Marko Tervio |
2009 |
2009 Working Papers |
|
2009-03: Lenders of Last Resort in a Globalized World |
Maurice Obstfeld |
2009 |
2009 Working Papers |
|
2009-02: Interest Rate Conundrum |
Roger Craine; Vance L. Martin |
2009 |
2009 Working Papers |
|
2009-01: Equity Risk Premium and Insecure Property |
Konstantin Magin |
2009 |
2009 Working Papers |
|
Efficient Simulation of a Random Knockout Tournament |
Samim Ghamami; Sheldon Ross |
2008 |
Journal Article |
|
2008-05: A Multi-Period Equilibrium Pricing Model of Weather Derivatives |
Yongheon Lee; Shmuel S. Oren |
2008 |
2008 Working Papers |
|
2008-04: An Equilibrium Pricing Model for Weather Derivatives in a Multi-commodity Setting |
Yongheon Lee; Shmuel S. Oren |
2008 |
2008 Working Papers |
|
2008-03: The Interest Rate Conundrum |
Roger Craine; Vance L. Martin |
2008 |
2008 Working Papers |
|
2008-02: Is The Potential For High Investor Leverage A Threat To Social Security Privatization? |
Konstantin Magin |
2008 |
2008 Working Papers |
|
2008-01: The U.S. Equity Return Premium: Past, Present and Future |
Konstantin Magin; J. Bradford DeLong |
2008 |
2008 Working Papers |
|
2007-08: Principal-agent incentives, excess caution, and market inefficiency: Evidence from utility regulation |
Severin Borenstein; Meghan Busse; Ryan Kellogg |
2007 |
2007 Working Papers |
|
Why Liberals Should Enthusiastically Support Social Security Personal Accounts |
Konstantin Magin |
2007 |
Journal Article |
|
2007-07: International Monetary Policy Surprise Spillovers |
Roger Craine; Vance L. Martin |
2007 |
2007 Working Papers |
|
2007-05: A Class of Singular Control Problems and the Smooth Fit Principle |
Xin Guo; Pascal Tomecek |
2007 |
2007 Working Papers |
|
2007-04: Optimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk |
Xin Guo; Philip Kaminsky; Pascal Tomecek; M. Yuen |
2007 |
2007 Working Papers |
|
2007-03: Stock Return Autocorrelation is Not Spurious |
Kyong Shik Eom; Robert Anderson; Sang Buhm Hahn; Jong-Ho Park |
2007 |
2007 Working Papers |
|
2007-02: Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets |
Robert Anderson; Roberto C. Raimondo |
2007 |
2007 Working Papers |
|
2007-01: Connections between Singular Control and Optimal Switching |
Xin Guo; Pascal Tomecek |
2007 |
2007 Working Papers |
|
2006-01: Time-Varying Risk Premia and Stock Return Autocorrelation |
Robert Anderson |
2006 |
2006 Working Papers |
|
Contrary to Robert Shiller’s Predictions, Stock Market Investors Made Much Money in the Past Decade: What Does This Tell Us? |
J. Bradford DeLong; Konstantin Magin |
2006 |
Journal Article |
